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A TEST OF THE GARCH(1, 1) SPEC...
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Journal of Econometrics
Working papers / Department of Economics, Virginia Polytechnic Institute and State University
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Macroeconomic dynamics
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Reply to Marsh's note
Hinich, Melvin J.
;
Patterson, Douglas M.
- In:
Journal of Econometrics
30
(
1985
)
1-2
,
pp. 297-299
Persistent link: https://www.econbiz.de/10005192777
Saved in:
2
Identification of the coefficients in a non-linear : time series of the quadratic type
Hinich, Melvin J.
;
Patterson, Douglas M.
- In:
Journal of Econometrics
30
(
1985
)
1-2
,
pp. 269-288
Persistent link: https://www.econbiz.de/10005228783
Saved in:
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