Cover Image

ARCH : selected readings /

Bibliographic Details
Other Authors: Engle, R. F. (Robert F.)
Format: Book
Language:English
Published: Oxford [England] ; New York : Oxford University Press, [1995]
Series:Advanced texts in econometrics.
Subjects:
Econometric models.
Heteroscedasticity.
Description
Physical Description:xviii, 403 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references and index.
ISBN:019877432X (acid-free paper)
0198774311 (pbk.)