• Title of article

    Two-stage generalized moment method with applications to regressions with heteroscedasticity of unknown form

  • Author/Authors

    Christian Gourieroux، نويسنده , , Alain Monfort، نويسنده , , Eric Renault، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1996
  • Pages
    27
  • From page
    37
  • To page
    63
  • Keywords
    Generalized Method of Moments , Linear model , Marginal kurtosis , Conditional heteroscedasticity
  • Journal title
    Journal of Statistical Planning and Inference
  • Serial Year
    1996
  • Journal title
    Journal of Statistical Planning and Inference
  • Record number

    218008

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=218008