He, Changli; Teräsvirta, Timo - Economics Institute for Research (SIR), … - 2002
Timo Teräsvirta
Stockholm School of Economics
Box 6501, SE-11383Stockholm, Sweden
SSE/EFI Working Paper Series in Economics … Economics,University of California,San Diego,whose kind hospitality
is gratefully acknowledged.
1
1.Introduction
During the …: A random-coefficient approach, Journal
of Business and Economic Statistics 10:133—142.
Bollerslev …