Template-Type: ReDIF-Paper 1.0 Number: W8. Handle: RePEc:nuf:econwp:9608 Title: Generalized linear autoregression Author-Name: Neil Shephard File-URL: http://www.nuff.ox.ac.uk/economics/papers/1996/w8/glar.ps File-Format: application/postscript File-URL: http://www.nuff.ox.ac.uk/economics/papers/1996/w8/glar.zip File-Format: application/zipped