The Heteroscedastic Consequences of an Arbitrary Variance for the Initial Disturbance of an AR(1) Model Academic Article
- Overview
- Additional Document Info
- View All
Overview
published proceedings
- Econometric Theory
author list (cited authors)
- Li, Q. i., & Baltagi, B. H.
complete list of authors
- Li, Qi||Baltagi, BH
publication date
- 1990
publisher
- Cambridge University Press (CUP) Publisher
published in
- ECONOMETRIC THEORY Journal