有序异方差模型中次优加权最小二乘估计量的精确有限样本相对效率

Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity

Journal of Econometrics · 1994
被引 3
人大 AABS 4
计量经济学统计学应用数学经济学