ESTIMATION AND TESTING IN TIME-SERIES REGRESSION-MODELS WITH HETEROSCEDASTIC DISTURBANCES

被引：12

作者：

CRAGG, JG ^{[1
]}

机构：

[1] OXFORD INST ECON & STAT,OXFORD,ENGLAND

来源：

关键词：

D O I：

10.1016/0304-4076(82)90106-3

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：135 / 157

页数：23

共 13 条

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[2]

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EPPS, TW ;

EPPS, ML .

HARRISON, MJ ;

MCCABE, BPM .

[8] SOME ESTIMATORS FOR A LINEAR MODEL WITH RANDOM COEFFICIENTS [J].

HILDRETH, C ;

HOUCK, JP .

[9]

Loeve M., 1955, PROBABILITY THEORY F

[10] INSTRUMENTAL VARIABLES REGRESSION WITH INDEPENDENT OBSERVATIONS [J].

WHITE, H .