Inconsistency of estimate of the degree of freedom of multivariate student-t disturbances in linear regression models
Song-Gui Wang; Wai-Cheung Ip
| Year of publication: |
2003
|
|---|---|
| Authors: | Wang, Songgui ; Ip, Wai Cheung |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 80.2003, 3, p. 383-389
|
| Subject: | Regressionsanalyse | Regression analysis | Statistische Verteilung | Statistical distribution |
| 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/10001801239