AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICY UNDER ERROR-TERM NON-NORMALITY
Year of publication: |
2001
|
---|---|
Authors: | Ramirez, Octavio A. |
Institutions: | Agricultural and Applied Economics Association - AAEA |
Subject: | Error- term non-normality | skewness | autoregressive conditional heteroskedasticity | Research Methods/ Statistical Methods |
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