PRIOR INFORMATION ON COEFFICIENTS WHEN DISTURBANCE COVARIANCE-MATRIX IS UNKNOWN

被引：6

|

作者：

TAYLOR, WE

机构：

[1] CORE,LOUVAIN,BELGIUM

[2] BELL TEL LABS INC,MURRAY HILL,NJ

来源：

ECONOMETRICA | 1976年 / 44卷 / 04期

关键词：

D O I：

10.2307/1913439

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：725 / 739

页数：15

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