Simulation Based Inference in Moving Average Models

Eric Ghysels (), Lynda Khalaf and C. Vodounou

Cahiers de recherche from Centre interuniversitaire de recherche en économie quantitative, CIREQ

Keywords: ECONOMETRICS; SIMULATION (search for similar items in EconPapers)
Pages: 7 pages
Date: 1995
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Citations: View citations in EconPapers (4)

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Related works:
Journal Article: Simulation Based Inference In Moving Average Models (2003)
Working Paper: Simulation Based Inference in Moving Average Models (1995)
Working Paper: Simulation Based Inference in Moving Average Models (1994)
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Persistent link: https://EconPapers.repec.org/RePEc:mtl:montec:9513

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