The small-sample performance of the information matrix test of ARCH(1)
碩士 === 國立中興大學 === 統計學研究所 === 84 ===
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1996
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/08921656793345940097 |