TESTING FOR HETEROSCEDASTICITY IN A DYNAMIC SIMULTANEOUS EQUATION MODEL

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作者
TSE, YK
PHOON, CT
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10.1080/03610928508828976
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
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020208 ; 070103 ; 0714 ;
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页码:1283 / 1300
页数:18
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