EVIDENCE ON PRESENCE AND CAUSES OF SERIAL-CORRELATION IN MARKET MODEL RESIDUALS

被引:27
作者
SCHWARTZ, RA
WHITCOMB, DK
机构
[1] NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10003
[2] RUTGERS STATE UNIV,GRAD SCH BUSINESS ADM,NEW BRUNSWICK,NJ 08903
关键词
D O I
10.2307/2330436
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:291 / 313
页数:23
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