An analysis of nonlinearities, heteroskedasticity, and functional form in the market model
By: Bill McDonald, Cheng-Few Lee
Contributors: Lee, Cheng F.; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: BEBR faculty working paper -- no. 1402; BEBR faculty working paper -- no. 1402.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1987
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 20
Notes: Includes bibliographical references (p. 15-17).