González, Andrés; Teräsvirta, Timo; van Dijk, Dick - Economics Institute for Research (SIR), … - 2005
Economics
Timo Ter¨asvirta
Department of Economic Statistics
Stockholm School of Economics
Dick van Dijk
Econometric Institute …
Erasmus University Rotterdam
SSE/EFI Working Paper Series in Economics and Finance, No. 604
August 2005
Abstract
We develop a … student at the Department of Economics, Universit´e de Toulouse I, and continued when the sec-
ond author was visiting the …