ESTIMATING REGRESSION-MODELS WITH MULTIPLICATIVE HETEROSCEDASTICITY

被引：604

作者：

HARVEY, AC ^{[1
]}

机构：

[1] UNIV KENT,CANTERBURY CT2 7NJ,KENT,ENGLAND

来源：

关键词：

D O I：

10.2307/1913974

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：461 / 465

页数：5

共 13 条

[1]

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[2]

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GLEJSER, H .

[4]

Goldfeld SM, 1972, NONLINEAR METHODS EC

[5]

HARVEY AC, 1974, SEP EUR M EC SOC GRE

[6] MULTIPLE-REGRESSION ANALYSIS OF A POISSON-PROCESS [J].

JORGENSON, D .

[7]

KENDALL MG, 1973, ADV THEORY STATISTIC, V2

[8]

KMENTA J, 1971, ELEMENTS ECONOMETRIC

[9] GROUPING ESTIMATORS ON HETEROSCEDASTIC DATA [J].

LANCASTER, T .

[10] On stochastic limit and order relationships [J].

Mann, HB ;

Wald, A .

ANNALS OF MATHEMATICAL STATISTICS, 1943, 14 :217-226