Maximum likelihood estimation and inference in multivariate conditionally heteroscedastic dynamic regression models with student t innovations
;Gabriele Fiorentini Enrique Sentana; Giorgio Calzolari
| Year of publication: |
2003
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|---|---|
| Authors: | Fiorentini, Gabriele ; Sentana, Enrique ; Calzolari, Giorgio |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 21.2003, 4, p. 532-546
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| Subject: | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Theorie | Theory | USA | United States | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Induktive Statistik | Statistical inference | Heteroskedastizität | Heteroscedasticity |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001807009