Publication:
Unobserved Component Time Series Models with ARCH Disturbances

Thumbnail Image
Identifiers
URI: https://hdl.handle.net/10016/4702
DOI: 10.1016/0304-4076(92)90068-3
Files
unobserved_ruiz_JOE_1992_ps.pdf (1.83 MB)
Publication date
1992
Defense date
Authors
Advisors
Tutors
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier
Impact
Google Scholar
Export
Research Projects
Organizational Units
Journal Issue
Abstract
Description
Keywords
Time series models, ARCH
Bibliographic citation
Journal of Econometrics, 1992, vol. 52, n. 1-2, p. 129-158
Collections
DES - Artículos de Revistas
Economists Online