Conditional heteroskedasticity and cross-sectional dependence in panel data : an empirical study of inflation uncertainty in the G7 countries
Rodolfo Cermeño and Kevin B. Grier
| Year of publication: |
2006
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|---|---|
| Authors: | Cermeño, Rodolfo ; Grier, Kevin |
| Published in: |
Panel data econometrics : theoretical contributions and empirical applications. - Amsterdam : Elsevier, ISBN 978-0-444-52172-9. - 2006, p. 259-277
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| Subject: | Inflationsrate | Inflation rate | Inflationserwartung | Inflation expectations | Panel | Panel study | Dynamische Wirtschaftstheorie | Economic dynamics | ARCH-Modell | ARCH model | Statistischer Test | Statistical test | G7-Staaten | G7 countries | Heteroskedastizität | Heteroscedasticity | 1978-2003 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003331441