EconPapers    
Economics at your fingertips  
 

Unobserved Components in ARCH Models: An Application to Seasonal Adjustment

Gabriele Fiorentini () and Agustin Maravall ()

Working Papers from Centro de Estudios Monetarios Y Financieros-

Keywords: ECONOMETRICS; METHODOLOGY (search for similar items in EconPapers)
Pages: 44 pages
Date: 1995
References: Add references at CitEc
Citations: View citations in EconPapers (8) Track citations by RSS feed

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: Unobserved Components in ARCH Models: An Application to Seasonal Adjustment (1995)
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:fth:cemfdt:9509

Access Statistics for this paper

More papers in Working Papers from Centro de Estudios Monetarios Y Financieros- Centro de Estudios Monetarios Y Financieros. Casado del Alisal, 5-28014 Madrid, Spain.. Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().

 
Page updated 2022-08-18
Handle: RePEc:fth:cemfdt:9509