Likelihood Analysis of Non-Gaussian Parameter-Driven Models.
| Year of publication: |
1995
|
|---|---|
| Authors: | Shephard, N. ; Pitt, M.K. |
| Institutions: | Economics Group, Nuffield College, University of Oxford |
| Subject: | SAMPLING | REGRESSION ANALYSIS | SIMULATION | EVALUATION |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 41 pages |
| Classification: | C42 - Survey Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C1 - Econometric and Statistical Methods: General ; C22 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10005687536