Specification tests for non-Gaussian structural vector autoregressions (Q6664656)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Specification tests for non-Gaussian structural vector autoregressions |
scientific article; zbMATH DE number 7968521
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Specification tests for non-Gaussian structural vector autoregressions |
scientific article; zbMATH DE number 7968521 |
Statements
Specification tests for non-Gaussian structural vector autoregressions (English)
0 references
16 January 2025
0 references
consistent tests
0 references
copulas
0 references
finite normal mixtures
0 references
independence tests
0 references
pseudo maximum likelihood estimators
0 references
volatility indices
0 references
0 references
0 references
0 references
0 references
0 references
