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Volumn 3, Issue 2, 1988, Pages 87-105

The econometric analysis of models with risk terms

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EID: 84986346816     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.3950030202     Document Type: Article
Times cited : (207)

References (53)
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    • Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
    • (1982) Econometrica , vol.50 , pp. 987-1008
    • Engle, R.F.1
  • 15
    • 84986406512 scopus 로고
    • Large sample properties of generalized method of moments estimators
    • (1982) Econometrica , vol.50 , pp. 1029-1054
    • Hansen, L.P.1
  • 31
    • 0000706085 scopus 로고
    • A simple positive definite, heteroskedasticity and autocorrelation consistent covariance matrix
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.1    West, K.2
  • 41
    • 0001075056 scopus 로고
    • Asymptotically efficient estimation in the presence of heteroscedasticity of unknown form
    • (1987) Econometrica , vol.55 , pp. 857-891
    • Robinson, P.M.1
  • 42
    • 0001755034 scopus 로고
    • The estimation of relationships using instrumental variables
    • (1958) Econometrica , vol.16 , pp. 393-415
    • Sargan, J.D.1
  • 48
    • 84986414981 scopus 로고
    • ‘Non‐parametric estimation of econometric functional’ (mimeo, University of Western Ontario).
    • (1986)
    • Ullah, A.1
  • 51
    • 84986404236 scopus 로고
    • A Heteroscedasticity—Consistent Covariance Matrix Estimator and a Direct Test for Heteroscedasticity
    • (1980) Econometrica , vol.48 , pp. 817-838
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.