Monte Carlo inference in econometric models with symmetric stable disturbances
Year of publication: |
1999
|
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Authors: | Tsionas, Efthymios G. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 88.1999, 2, p. 365-401
|
Subject: | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Kaufkraftparität | Purchasing power parity | Welt | World |
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