Unobserved component time series models with Arch disturbances

Andrew Harvey, Esther Ruiz () and Enrique Sentana

Journal of Econometrics, 1992, vol. 52, issue 1-2, 129-157

Date: 1992
References: Add references at CitEc
Citations: View citations in EconPapers (214)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4076(92)90068-3
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:52:y:1992:i:1-2:p:129-157

Access Statistics for this article

Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

More articles in Journal of Econometrics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().