Testing for Volatility Changes in U.S. Macroeconomic Time Series
| Year of publication: |
2004
|
|---|---|
| Authors: | Sensier, Marianne ; van Dijk, Dick |
| Published in: |
The review of economics and statistics. - Cambridge, Mass : MIT Press, ISSN 0034-6535, ZDB-ID 2079628. - Vol. 86.2004, 3, p. 833-839
|