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Econometric Reviews Volume 10, 1991 - Issue 1
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Original Articles

Econometric Reviews

Pages 93-96 | Published online: 21 Mar 2007

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Heij Christiaan, Kloek Teun & Lucas André. (1992) Positivity conditions for stochastic state space modelling of time series. Econometric Reviews 11:3, pages 379-396.
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Articles from other publishers (1)

Jiazhen Wang, Yuexiang Jiang, Yanjian Zhu & Jing Yu. (2019) Prediction of Realized Volatility Based on Realized-GARCH-Kernel Model: The Comparison of CHINA and US. SSRN Electronic Journal.
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