The effect of exchange rate uncertainty on US imports from the UK: Consistent OLS estimation with volatility measured by an ARCH-type model
Year of publication: |
2004-08-11
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Authors: | Podivinsky, Jan M ; Cheong, Chongcheul ; Lu, Maozu |
Institutions: | Econometric Society |
Subject: | ARCH model | Consistent OLS estimation | Generated regressors |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Econometric Society Far Eastern Meetings 2004 Number 657 |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation ; F14 - Country and Industry Studies of Trade |
Source: |
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Podivinsky, Jan M., (2004)
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