Interaction between autocorrelation and conditional heteroskedasticity
Subtitle: a random coefficient approach
By: Anil K. Bera, Sangkyu Lee
Contributors: Lee, Sangkyu; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: BEBR faculty working paper -- no. 1557; BEBR faculty working paper -- no. 1557.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1989
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 25
Notes: Includes bibliographical references (p. 22-25).