Interaction between autocorrelation and conditional heteroscedasticity : a random-coefficient approach
Anil K. Bera ; Matthew L. Higgins ; Sangkyu Lee
| Year of publication: |
1992
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|---|---|
| Authors: | Bera, Anil K. |
| Other Persons: | Higgins, Matthew Lawrence (contributor) ; Lee, Sangkyu (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 10.1992, 2, p. 133-142
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| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Inflation | Prognoseverfahren | Forecasting model | Theorie | Theory | USA | United States | 1952-1985 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001124475