A Generalized SSAR Model and Predictive Distribution with an Application to VaR
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References listed on IDEAS
- Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-07-23 (All new papers)
- NEP-ECM-2001-07-23 (Econometrics)
- NEP-ENE-2001-07-23 (Energy Economics)
- NEP-ETS-2001-07-23 (Econometric Time Series)
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