An excursion into conditional varianceland**
- 1 January 1986
- journal article
- research article
- Published by Taylor & Francis in Econometric Reviews
- Vol. 5 (1) , 63-69
- https://doi.org/10.1080/07474938608800098
Abstract
(1986). An excursion into conditional varianceland*. Econometric Reviews: Vol. 5, No. 1, pp. 63-69.This publication has 3 references indexed in Scilit:
- MODELLING EXPECTATIONS FORMATION WITH PARAMETER‐ADAPTIVE FILTERS: AN EMPIRICAL APPLICATION TO THE LIVINGSTON FORECASTSOxford Bulletin of Economics and Statistics, 1984
- The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal DisturbancesEconometrica, 1984
- Some properties of time series data and their use in econometric model specificationJournal of Econometrics, 1981