The effect of exchange rate uncertainty on US imports from the UK: Consistent OLS estimation with volatility measured by an ARCH-type model
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- Jan M. Podivinsky & Chongcheul Cheong & Maozu Lu, 2004. "The Effect of Exchange Rate Uncertainty on US Imports from the UK: Consistent OLS Estimation with Volatility Measured by An ARCH-type Model," Econometric Society 2004 Australasian Meetings 212, Econometric Society.
References listed on IDEAS
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More about this item
KeywordsARCH model; Consistent OLS estimation; Generated regressors;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- F14 - International Economics - - Trade - - - Empirical Studies of Trade
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