GAUSS programs for the estimation of state-space models with ARCH errors
Subtitle: a user's guide
By: by Maral Kichian.
Contributors: Bank of Canada.
Series: Bank of Canada working paper -- 2000-2; Working paper (Bank of Canada) -- 2000-2.
Publisher: Bank of Canada
Published: 2000
Place of publication: Ottawa
Language: eng
Number of pages: 20
Notes: Distributed by the Government of Canada Depository Services Program.