SMALL-SAMPLE PROPERTIES OF ARCH ESTIMATORS AND TESTS

被引：64

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

页码：66 / 93

页数：28

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