EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS
Year of publication: |
2010
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Authors: | Chan, Ngai Hang ; Peng, Liang ; Zhang, Dabao |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 27.2010, 1 (30.4.), p. 154-178
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