Inference in multivariate student t models with serial correlation and dynamic heteroskedasticity
Trevor S. Breusch; John C. Robertson
| Year of publication: |
1993
|
|---|---|
| Authors: | Breusch, Trevor S. |
| Other Persons: | Robertson, John C. (contributor) |
| Institutions: | Australian National University / Faculty of Economics (contributor) |
| Publisher: |
Canberra : Faculty of Economics and Departments of Economics, Research School of Pacific Studies, Research School of Social Sciences, Australian National University |
| Subject: | Statistische Methodenlehre | Statistical theory | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | 29 S |
|---|---|
| Series: | Working papers in economics and econometrics. - Canberra, ZDB-ID 863099-9. - Vol. 253 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 29 |
| ISBN: | 0-86831-253-3 |
| Classification: | Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000877369