Estimation and Testing of the ARCH Effect in Panel Data when N and T are Large

研究成果: Conference contribution

原文English
主出版物標題The Midwest Econometrics Group 15th Annual Meeting
出版地Carbondale, Illinois
出版狀態Published - 2005 十月

All Science Journal Classification (ASJC) codes

  • Economics, Econometrics and Finance(all)

引用此

Lin, C-C. (2005). Estimation and Testing of the ARCH Effect in Panel Data when N and T are Large. 於 The Midwest Econometrics Group 15th Annual Meeting