Corrections to "Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules"
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| Publication date | 2004 |
| Series | UvA Econometrics Discussion Paper, 2004/14 |
| Number of pages | 5 |
| Publisher | Amsterdam: Department of Quantitative Economics |
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| 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 |
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