Characterization of error distributions in time-series regression models
| Year of publication: |
1998-07
|
|---|---|
| Authors: | Hallin, Marc ; Jureckova, Jana ; Milhaud, Xavier |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Subject: | Admissibility | Characterization of error densities | Equivariance | Time-series regression |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | SCOPUS: ar.j Published in: Statistics & probability letters (1998) v.38 n° 4,p.335-345 |
| Source: |
Persistent link: https://www.econbiz.de/10011011640