Characterization of error distributions in time-series regression models
Marc Hallin (),
Jana Jureckova and
ULB Institutional Repository from ULB -- Universite Libre de Bruxelles
Keywords: Admissibility; Characterization of error densities; Equivariance; Time-series regression (search for similar items in EconPapers)
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Published in: Statistics & probability letters (1998) v.38 nÂ° 4,p.335-345
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Journal Article: Characterization of error distributions in time-series regression models (1998)
Working Paper: Characterization of error distributions in time series regression models (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:ulb:ulbeco:2013/127959
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