EmmPack 1.01: C/C++ code for use with Ox for estimation of univariate stochastic volatility models with the efficient method of moments.

Authors
  • P.J. van der Sluis
Publication date 1997
Journal Studies in Nonlinear Dynamics and Econometrics
Volume | Issue number 2 | 3
Pages (from-to) 77-94
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
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