ON THE STABILITY OF A HETEROSCEDASTIC PROCESS
- 1 July 1986
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 7 (4) , 303-310
- https://doi.org/10.1111/j.1467-9892.1986.tb00497.x
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- More Efficient Estimation in the Presence of Heteroscedasticity of Unknown FormEconometrica, 1983
- Estimation and testing in time-series regression models with heteroscedastic disturbancesJournal of Econometrics, 1982
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom InflationEconometrica, 1982
- A note on a heteroscedastic modelJournal of Econometrics, 1977