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The score or conditionally heteroskedastic dynamic regression models with student T innovations, and an LM test for multivariate normality Gabriele Fiorentini, Enrique Sentana and Giorgio Calzolari

By: Fiorentini, Gabriele.
Contributor(s): Sentana Iváñez, Enrique | Calzolari, Giorgio.
Material type: TextTextSeries: CEMFI documentos de trabajo;0007.Publisher: Madrid Centro de Estudios Monetarios y Financieros 2000Description: 29 p. graf. 22 cm.Subject(s): ANÁLISIS DE REGRESIÓN
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