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Distributional tests in multivariate dynamic models with normal and student t innovations
Mencía González, Javier;
Sentana, Enrique
2010
Bootstrap;
Inequality constraints;
Curtosis;
Normality tests;
Skewness;
Supremum test;
Underidentified parameters;
Contraste de hipótesis;
Modelos de series temporales;
Construcción, validación y contraste
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