TESTING FOR HETEROSCEDASTICITY IN A DYNAMIC SIMULTANEOUS EQUATION MODEL

被引：0

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作者：

TSE, YK

PHOON, CT

机构：

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1985年 / 14卷 / 06期

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D O I：

10.1080/03610928508828976

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

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页码：1283 / 1300

页数：18

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