The joint moment generating function of quadratic forms in multivariate autoregressive series : the case with deterministic components
Year of publication: |
1998
|
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Authors: | Abadir, Karim Maher ; Larsson, Rolf |
Publisher: |
Heslington, York |
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
Extent: | 19 S |
---|---|
Series: | Discussion papers in economics. - York, ZDB-ID 2201420-2. - Vol. 98,23 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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