Inconsistency of estimate of the degree of freedom of multivariate student-t disturbances in linear regression models
| Year of publication: |
2003
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|---|---|
| Authors: | Wang, Song-Gui ; Ip, Wai-Cheung |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 80.2003, 3, p. 383-390
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