Series:
Type of publication: Book / Working Paper
Notes:
This is the final revised version (October 2001) of the original (December 1998) paper. Published in Journal of Econometrics, 2002, pages 417-435. The text is part of a series SSE/EFI Working Paper Series in Economics and Finance Number 292 26 pages
Classification: C22 - Time-Series Models ; C52 - Model Evaluation and Testing
Source:
Persistent link: https://www.econbiz.de/10005649341