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Iterative and Recursive Estimation in Structural Non-Adaptive Models
Pastorello, Sergio, (2003)
Chapter 8 Growth Econometrics
Durlauf, Steven N., (2005)
Parameter estimation of the Heston volatility model with jumps in the asset prices
Gruszka, Jarosław, (2023)
Recent developments in modeling volatility in financial data
Nijman, Theo, (1991)
Premia in forward foreign exchange as unobserved components
Consistent estimation of rational expectation models
Nijman, Theo, (1986)