مرکز منطقه ای اطلاع رساني علوم و فناوري - Two-stage generalized moment method with applications to regressions with heteroscedasticity of unknown form

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 :

From page :

To page :

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 :