Small-sample properties of ARCH estimators and tests
[Von] Robert F. Engle; David F. Hendry; David Trumble
| Year of publication: |
1985
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|---|---|
| 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
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| Subject: | Ökonometrik Schätzung |
| Type of publication: | Article |
|---|---|
| Notes: | mit frz. Zsfassung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002140801