On The Relation Between Heteroscedastic RCA And Non-Stationary ARCH Processes
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References listed on IDEAS
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More about this item
KeywordsARCH models; random coefficients; autoregression; heteroscedasticity;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
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