Browsing by Subject Heteroskedasticity
Showing results 1 to 3 of 3
Issue Date | Title | Author(s) |
---|---|---|
2011 | Contemporaneous-threshold smooth transition GARCH models | Dueker, MJ; Psaradakis, Z; Sola, M; Spagnolo, F |
2012 | HAC estimation in spatial panels | Moscone, F; Tosetti, E |
2010 | The role of the log transformation in forecasting economic variables | Lütkepohl, H; Xu, F |