EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS
| Year of publication: |
2010
|
|---|---|
| Authors: | Chan, Ngai Hang ; Peng, Liang ; Zhang, Dabao |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 27.2010, 1 (30.4.), p. 154-178
|