Interaction between Autocorrelation and Conditional Heteroscedasticity: A Random-Coefficient Approach
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- Furno, Marilena, 2001. "LAD estimation with random coefficient autocorrelated errors," Computational Statistics & Data Analysis, Elsevier, vol. 36(4), pages 511-523, June.
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- repec:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0744-0 is not listed on IDEAS
- J. Peter Ferderer, 1994. "Credibility of the Interwar Gold Standard, Uncertainty, and the Great Depression," Economics Working Paper Archive wp_102, Levy Economics Institute.
- Hurn, A Stan & Moody, Terry & Muscatelli, V Anton, 1995. "The Term Structure of Interest Rates in the London Interbank Market," Oxford Economic Papers, Oxford University Press, vol. 47(3), pages 419-436, July.
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