Conditional Heteroskedasticity and Cross-Sectional Dependence in Panel Data: An Empirical Study of Inflation Uncertainty in the G7 countries
| Year of publication: |
2006
|
|---|---|
| Authors: | Cermeño, Rodolfo ; Grier, Kevin B. |
| Subject: | Panel | Panel study | G7-Staaten | G7 countries | ARCH-Modell | ARCH model | Heteroskedastizität | Heteroscedasticity | Inflationserwartung | Inflation expectations | Statistischer Test | Statistical test | Inflationsrate | Inflation rate | Dynamische Wirtschaftstheorie | Economic dynamics | Inflation |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1016/S0573-8555(06)74010-X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015385642