非ガウス型構造VARモデルの最尤推定 : モンテカルロ実験による有限標本パフォーマンスの評価
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- Material Type
- 記事
- Author/Editor
- 永田 修一
- Author Heading
- Alternative Title
- A Monte Carlo Evaluation of Maximum Likelihood Estimation for Non-Gaussian Structural Vector Autoregression Model
- Periodical title
- 商学論究 = Journal of business administration Kwansei Gakuin University
- No. or year of volume/issue
- 64(1):2016.7
- Volume
- 64
- Issue
- 1
- Pages
- 97-115