Interaction between Autocorrelation and Conditional Heteroscedasticity: A Random-Coefficient Approach
- 期刊名称Journal of Business & Economic Statistics
- 作者Anil K. Bera, Matthew L. Higgins and Sangkyu Lee
- 卷第10卷
- 期第2期
- 印刷ISSN0735-0015
- 文件大小364.66KB
- 发表时间1992-04
- DOI10.2307/1391672
- 页码133-142
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