Unobserved Components in ARCH Models: An Application to Seasonal Adjustment.
Year of publication: |
1995
|
---|---|
Authors: | Fiorentini, G. ; Maravall, A. |
Institutions: | Centro de Estudios Monetarios y Financieros (CEMFI) |
Subject: | ECONOMETRICS | METHODOLOGY |
-
A history of statistical methods in experimental economics
Vallois, Nicolas, (2018)
-
Economists, Incentives, Judgment, and Empirical Work
Colander, David C., (2008)
-
Estimating rationality in economics: A history of statistical methods in experimental economics
Vallois, Nicolas, (2018)
- More ...
-
Analytic Derivatives and the Computation of Garch Estimates.
Fiorentini, G., (1995)
-
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model
Sentana, E., (1997)
-
Constrained EMM and Indirect Inference Estimation.
Calzolari, G., (2000)
- More ...