Model selection and testing nonnormality in autoregressive models : a Monte Carlo study for some AR(3) models
Year of publication: |
1993
|
---|---|
Authors: | Fukushige, Mototsugu |
Publisher: |
Kobe, Japan |
Subject: | Schätztheorie | Estimation theory | Wirtschaftsmodell | Economic model | Simulation | Theorie | Theory |
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