GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS
Version of Record online: 20 JAN 2012
Copyright © 2012 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 28, Issue 5, pages 777–795, August 2013
How to Cite
Creal, D., Koopman, S. J. and Lucas, A. (2013), GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS. J. Appl. Econ., 28: 777–795. doi: 10.1002/jae.1279
- Issue online: 29 JUL 2013
- Version of Record online: 20 JAN 2012
- Manuscript Revised: 24 AUG 2011
- Manuscript Received: 21 JUN 2011
The JAE Data Archive directory is available at http://qed.econ.queensu.ca/jae/datasets/crea1002/
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