Maximum likelihood estimation for the VAR-VARCH model : a new approach
Shuangzhe Liu; Wolfgang Polasek
| Year of publication: |
1999
|
|---|---|
| Authors: | Liu, Shuangzhe ; Polasek, Wolfgang |
| Publisher: |
Basel : WWZ |
| Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | VAR-Modell | VAR model | Schätztheorie | Estimation theory |
| Extent: | 15 S |
|---|---|
| Series: | WWZ discussion papers. - Basel : WWZ, ZDB-ID 1346077-8. - Vol. 9903 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 14 - 15 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001433663