Author： Martin David Kumar Vikram
Publisher： Routledge Ltd
ISSN： 1466-4291
Source： Applied Economics Letters, Vol.12, Iss.12, 2005-10, pp. : 745-748
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
A new method for detecting outliers in Data Envelopment Analysis
By Tran Nam Anh Shively Gerald Preckel Paul
Applied Economics Letters, Vol. 17, Iss. 4, 2010-03 ,pp. :
Access to resources
Recommend
Testing heteroscedasticity: are parametric ARCH models appropriate?
Applied Economics Letters, Vol. 8, Iss. 2, 2001-02 ,pp. :
Estimating gravity equation models in the presence of sample selection and heteroscedasticity
Applied Economics, Vol. 46, Iss. 24, 2014-08 ,pp. :
Bartlett-corrected tests for heteroskedastic linear models
By Cribari-Neto F. Ferrari S.L.P.
Economics Letters, Vol. 48, Iss. 2, 1995-05 ,pp. :