HETEROSCEDASTICITY IN MODELS WITH LAGGED DEPENDENT-VARIABLES

[1] GAUSSIAN PSEUDO-RANDOM NUMBER GENERATOR [J]. COMMUNICATIONS OF THE ACM, 1974, 17 (12) : 704 - 706

[2] MARTINGALE CENTRAL LIMIT THEOREMS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (01): : 59 - &

[3] ON A STRONG LAW OF LARGE NUMBERS FOR MARTINGALES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (02): : 610 - &

[4] CROWDER MJ, 1976, J ROY STAT SOC B MET, V38, P45

[5] Fuller WA, 1975, SANKHYA C, V37, P117

[6] ORCUTT GH, 1969, ECONOMETRICA, V69, P1

[7] A HETEROSKEDASTICITY-CONSISTENT COVARIANCE-MATRIX ESTIMATOR AND A DIRECT TEST FOR HETEROSKEDASTICITY [J]. ECONOMETRICA, 1980, 48 (04) : 817 - 838

[8] [No title captured]

[1] GAUSSIAN PSEUDO-RANDOM NUMBER GENERATOR [J]. COMMUNICATIONS OF THE ACM, 1974, 17 (12) : 704 - 706

[2] MARTINGALE CENTRAL LIMIT THEOREMS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (01): : 59 - &

[3] ON A STRONG LAW OF LARGE NUMBERS FOR MARTINGALES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (02): : 610 - &

[4] CROWDER MJ, 1976, J ROY STAT SOC B MET, V38, P45

[5] Fuller WA, 1975, SANKHYA C, V37, P117

[6] ORCUTT GH, 1969, ECONOMETRICA, V69, P1

[7] A HETEROSKEDASTICITY-CONSISTENT COVARIANCE-MATRIX ESTIMATOR AND A DIRECT TEST FOR HETEROSKEDASTICITY [J]. ECONOMETRICA, 1980, 48 (04) : 817 - 838

[8] [No title captured]