Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity
| Year of publication: |
2009
|
|---|---|
| Authors: | Hafner, Christian M. ; Herwartz, Helmut |
| Published in: |
Statistica Neerlandica. - Netherlands Society for Statistics and Operations Research, ISSN 0039-0402. - Vol. 63.2009, 3, p. 294-323
|
| Publisher: |
Netherlands Society for Statistics and Operations Research |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005024049