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Efficient Estimation of Models with Conditional Heteroscedasticity

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Author Info
Steigerwald, D.G.

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Abstract

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Publisher Info
Paper provided by Department of Economics, UC Santa Barbara in its series University of California at Santa Barbara, Economics Working Paper Series with number 5-93.

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Length: 36 pages
Date of creation: 1993
Date of revision:
Handle: RePEc:cdl:ucsbec:5-93

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Related research
Keywords: econometrics ; econometric models;

Cited by:
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  1. Oliver Linton & Douglas G. Steigerwald, 1995. "Adaptive Testing in ARCH Models," Cowles Foundation Discussion Papers 1105, Cowles Foundation, Yale University. [Downloadable!]
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This page was last updated on 2009-11-16.

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