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Structural models of the liquidity effect
Pagan, Adrian R.
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1995
Persistent link: https://www.econbiz.de/10000560753
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Inference in multivariate student t models with serial correlation and dynamic heteroskedasticity
Breusch, Trevor S.
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1993
Persistent link: https://www.econbiz.de/10000877369
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The multivariate student t model in robust inference and data analysis
Breusch, Trevor S.
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1993
Persistent link: https://www.econbiz.de/10000883825
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Modelling common linear dynamics : a critical review
Breusch, Trevor S.
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1994
Persistent link: https://www.econbiz.de/10000895692
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