Inference in Multivariate Student t Models with Serial Correlation and Dynamic Heteroskedasticity.
| Year of publication: |
1993
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| Authors: | Breusch, T. ; Robertson, J. |
| Institutions: | Research School of Pacific and Asian Studies, College of Asia and the Pacific |
| Subject: | econometrics | statistics |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 39 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005630834