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Distributional tests in multivariate dynamic models with normal and student t innovations Javier Mencía, Enrique Sentana

By: Mencía, F. Javier.
Contributor(s): Sentana Iváñez, Enrique.
Material type: TextTextSeries: Banco de España. Documentos de Trabajo ; n. 0929.Publisher: Madrid Banco de España 2009Description: 65 p. gráf. 30 cm.Subject(s): MODELOS ECONOMETRICOS | ECONOMETRIA | ANALISIS DE SERIES TEMPORALES
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