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: TextSeries: CEMFI documentos de trabajo;0007.Publisher: Madrid Centro de Estudios Monetarios y Financieros 2000Description: 29 p. graf. 22 cm.Subject(s): ANÁLISIS DE REGRESIÓNItem type | Current location | Home library | Call number | Status | Date due | Barcode |
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Libros | IEF | C 1738-29809 (Browse shelf) | Available | C 1738-29809 |
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Resumen,conclusiones,apéndice,bibliografía
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