Small-sample properties of ARCH estimators and tests
Year of publication: |
1985
|
---|---|
Authors: | Engle, Robert F. ; Hendry, David F. ; Trumble, David |
Published in: |
The Canadian journal of economics. - Boston, MA. : Wiley-Blackwell, ISSN 0008-4085, ZDB-ID 218117-4. - Vol. 18.1985, 1, p. 66-93
|
Subject: | Ökonometrik Schätzung |
-
Buchholz, Rainer, (1985)
-
Posterior analysis of econometric models using Monte Carlo integration
Dijk, Herman K. van, (1984)
-
Keller, Klaus, (1978)
- More ...
-
Small-Sample Properties of ARCH Estimators and Tests.
Engle, Robert F., (1985)
-
Engle, Robert F., (1983)
-
ENGLE, Robert F.,
- More ...