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Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations
Mencía, Javier
;
Sentana, Enrique
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 133-153
Persistent link: https://www.econbiz.de/10009826306
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Distributional tests in multivariate dynamic models with normal and student-t innovations
Mencía, Javier
;
Sentana, Enrique
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 133-152
Persistent link: https://www.econbiz.de/10009565390
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