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subject:"Econometrics"
subject:"Estimation theory"
~isPartOf:"The review of economic studies"
~person:"Bera, Anil K."
~person:"Giles, David E. A."
~person:"Newey, Whitney K."
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The review of economic studies
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Discussion paper / Department of Economics, University of Canterbury
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Economics letters
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Automatic lag selection in covariance matrix estimation
Newey, Whitney K.
- In:
The review of economic studies
61
(
1994
)
4
,
pp. 631-653
Persistent link: https://www.econbiz.de/10001168259
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Information matrix test, parameter heterogeneity and ARCH : a synthesis
Bera, Anil K.
- In:
The review of economic studies
60
(
1993
)
1
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pp. 229-240
Persistent link: https://www.econbiz.de/10001137213
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