SMALL-SAMPLE PROPERTIES OF ARCH ESTIMATORS AND TESTS

被引:66
作者
ENGLE, RF
HENDRY, DF
TRUMBLE, D
机构
[1] UNIV OXFORD NUFFIELD COLL,OXFORD,ENGLAND
[2] OAK RIDGE NATL LAB,OAK RIDGE,TN 37830
来源
CANADIAN JOURNAL OF ECONOMICS-REVUE CANADIENNE D ECONOMIQUE | 1985年 / 18卷 / 01期
关键词
D O I
10.2307/135114
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:66 / 93
页数:28
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