Distributional tests in multivariate dynamic models with normal and student-t innovations
Javier Mencía and Enrique Sentana
| Year of publication: |
2012
|
|---|---|
| Authors: | Mencía, Javier ; Sentana, Enrique |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 94.2012, 1, p. 133-152
|
| Subject: | Statistischer Test | Statistical test | Statistische Verteilung | Statistical distribution | Ökonometrie | Econometrics | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009565390