Scientific article
Estimation of SEM with GARCH errors
ContributorsKrishnakumar, Jaya; Kabili, Andi; Roko, Ilir
Published inComputational statistics and data analysis, vol. 56, no. 11, p. 3153-3181
Publication date2012
Affiliation entities
Citation (ISO format)
KRISHNAKUMAR, Jaya, KABILI, Andi, ROKO, Ilir. Estimation of SEM with GARCH errors. In: Computational statistics and data analysis, 2012, vol. 56, n° 11, p. 3153–3181. doi: 10.1016/j.csda.2012.03.006
Main files (1)
Article (Published version)
Identifiers
- PID : unige:41670
- DOI : 10.1016/j.csda.2012.03.006
