Testing for Serial Correlation in the of Dynamic Heteroscedasticity
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- Burkhard Raunig & Johann Scharler, 2009.
"Money Market Uncertainty and Retail Interest Rate Fluctuations: A Cross-Country Comparison,"
German Economic Review,
Verein für Socialpolitik, vol. 10, pages 176-192, May.
- Burkhard Raunig & Johann Scharler, 2007. "Money market uncertainty and retail interest rate fluctuations: A cross-country comparison," Economics working papers 2007-04, Department of Economics, Johannes Kepler University Linz, Austria.
More about this item
KeywordsECONOMIC MODELS; ECONOMETRICS; CORRELATION TESTS;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
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