Simulation Based Inference in Moving Average Models

Eric Ghysels (), Lynda Khalaf () and C. Vodounou

Cahiers de recherche from Universite de Montreal, Departement de sciences economiques

Date: Written 1995
View citations in EconPapers

Downloads: (external link)
http://hdl.handle.net/1866/2115 (application/pdf)

Related works:
Working Paper: Simulation Based Inference in Moving Average Models (1995)
Working Paper: Simulation Based Inference in Moving Average Models (1994)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Persistent link: http://EconPapers.repec.org/RePEc:mtl:montde:9513

Access Statistics for this paper

More papers in Cahiers de recherche from Universite de Montreal, Departement de sciences economiques
Contact information at EDIRC.
Series data maintained by Sharon BREWER ().