SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE
Year of publication: |
2004
|
---|---|
Authors: | Feng, Yuanhua |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 20.2004, 03, p. 563-596
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
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