Corrections to "Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules"

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Authors
Publication date 2004
Series UvA Econometrics Discussion Paper, 2004/14
Number of pages 5
Publisher Amsterdam: Department of Quantitative Economics
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Abstract This note contains some corrections and amplifications that were deduced from the implementation and testing of the method.
Document type Working paper
Language English
Published at http://www1.feb.uva.nl/pp/bin/487fulltext.pdf
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