A NONPARAMETRIC TEST FOR AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY - A MARKOV-CHAIN APPROACH

被引：12

|

作者：

GREGORY, AW

机构：

来源：

JOURNAL OF BUSINESS & ECONOMIC STATISTICS | 1989年 / 7卷 / 01期

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D O I：

10.2307/1391843

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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页码：107 / 115

页数：9

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