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GENERALISED RESIDUALS AND HETEROGENEOUS DURATION MODELS: THE EXPONENTIAL CASE
Author(s) -
Lancaster Tony
Publication year - 1983
Publication title -
bulletin of economic research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.227
H-Index - 29
eISSN - 1467-8586
pISSN - 0307-3378
DOI - 10.1111/j.1467-8586.1983.tb00448.x
Subject(s) - duration (music) , citation , mathematical economics , operations research , sociology , library science , econometrics , economics , mathematics , computer science , art , literature