ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY
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Publication:4406236
DOI10.1081/ETC-100104080zbMath1029.62073MaRDI QIDQ4406236
Nunzio Cappuccio, Diego Lubian
Publication date: 3 February 2004
Published in: Econometric Reviews (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05)
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Cites Work
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