An algorithm for computing the asymptotic Fisher information matrix for seasonal SISO models
| Year of publication: |
2004
|
|---|---|
| Authors: | Klein, André ; Melard, Guy |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Journal of Time Series Analysis (2004) v.25 n° 5,p.627-648 |
| Source: |
Persistent link: https://www.econbiz.de/10008590578