t-distribution degree of freedom

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tpr3396
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Joined: Sat Jul 11, 2009 4:19 am

t-distribution degree of freedom

Postby tpr3396 » Mon Jul 27, 2009 4:22 am

In any GARCH class models, under student-t distribution, there is a parameter tells the degree of freedom for t-distribution, an example as follow,

Variable Coefficient Std. Error z-Statistic Prob.
T-DIST. DOF 4.022850 0.182659 22.02384 0.0000

From my understanding, the result shows student-t is significant. what about Coeff, Std. error and Z-state tells? Thanks

trubador
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Joined: Thu Nov 20, 2008 12:04 pm

Re: t-distribution degree of freedom

Postby trubador » Mon Jul 27, 2009 4:59 am

Again, this question is not directly related to EViews or to GARCH modeling. What you are asking is a basic interpretation of output from a regular econometric analysis and therefore can be found in all standard econometrics textbooks...


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