Fitting nonlinear time series models with applications to stochastic variance models
Publication information:
“Fitting Nonlinear Time Series Models With Applications to Stochastic Variance Models”. 1993. Journal of Applied Econometrics 8: S135-152.
Notes
Reprinted in "Econometric Inference using Simulation Techniques" (editors B.W. Brown, Alain Monfort and Herman K. Van Dijk), Chichester: John Wiley & Sons, 1995, 151-168.