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Small-Sample Properties of ARCH Estimators and Tests Author info | Abstract | Publisher info | Download info | Related research | Statistics Robert F. Engle
David F. Hendry
David Trumble
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Article provided by Canadian Economics Association in its journal Canadian Journal of Economics .
Volume (Year): 18 (1985)
Issue (Month): 1 (February)
Pages: 66-93
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Handle: RePEc:cje:issued:v:18:y:1985:i:1:p:66-93Contact details of provider: Postal: Canadian Economics Association Prof. Steven Ambler, Secretary-Treasurer c/o Olivier Lebert, CEA/CJE/CPP Office C.P. 35006, 1221 Fleury Est Montréal, Québec, Canada H2C 3K4 Email: Web page: http://economics.ca/cje/ More information through EDIRC
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