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Search: subject:"regression with heteroskedastic errors"
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cointegration
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nonstationary nonlinear heteroskedasticity
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regression with heteroskedastic errors
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spurious regression
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volatility
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Chung, Heetaik
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Econometric Society 2004 Far Eastern Meetings
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Nonstationary Nonlinear Heteroskedasticity in Regression
Park, Joon Y.
;
Chung, Heetaik
-
Econometric Society
-
2004
and phrases: volatility, nonstationary nonlinear heteroskedasticity,
regression
with
heteroskedastic
errors
, spurious …
Persistent link: https://www.econbiz.de/10005086429
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