ARCH: Selected Readings

Shelfclass_id 2.L
Sortkey ENGLE, ROBERT F
Authors Robert F. Engle
Title ARCH: Selected Readings
Publisher Oxford University Press
Year c1995
Languages eng
Isbn 019877432X, 9780198774327
Series Advanced texts in econometrics
Description xviii, 403 p. ill. 24 cm.
Record date 20091029
Location New York
Keywords Econometric models, Heteroscedasticity
Urlnote Publisher description
Urls http://www.loc.gov/catdir/enhancements/fy0605/95012837-d.html