The likehood function of conditionally heteroskedastic factor models
Year of publication: |
2000
|
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Authors: | Sentana, Enrique |
Published in: |
Annales d'économie et de statistique. - Amiens [u.a.] : ADRES, ISSN 0769-489X, ZDB-ID 635036-7. - 2000, p. 1-19
|
Subject: | Statistische Methodenlehre | Statistical theory | Regressionsanalyse | Regression analysis | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zsfassung in franz. Sprache In: Annales d'économie et de statistique |
Source: | ECONIS - Online Catalogue of the ZBW |
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