A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
نویسندگان
چکیده
منابع مشابه
Generalized Autoregressive Conditional Heteroskedasticity
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2012
ISSN: 1556-5068
DOI: 10.2139/ssrn.2189449