![Regression analysis / Parametric statistics / Autoregressive conditional heteroskedasticity / Statistical tests / Heteroscedasticity / Robert F. Engle / Ordinary least squares / Tim Bollerslev / Conditional variance / Statistics / Time series analysis / Econometrics Regression analysis / Parametric statistics / Autoregressive conditional heteroskedasticity / Statistical tests / Heteroscedasticity / Robert F. Engle / Ordinary least squares / Tim Bollerslev / Conditional variance / Statistics / Time series analysis / Econometrics](https://www.pdfsearch.io/img/6a9fe9c1104870b73f048038d38fb0bd.jpg) Date: 2008-06-23 16:29:03Regression analysis Parametric statistics Autoregressive conditional heteroskedasticity Statistical tests Heteroscedasticity Robert F. Engle Ordinary least squares Tim Bollerslev Conditional variance Statistics Time series analysis Econometrics | | Macroeconomics and ARCH* James D. Hamilton Department of Economics University of California, San Diego September 24, 2007Add to Reading ListSource URL: econweb.ucsd.eduDownload Document from Source Website File Size: 950,34 KBShare Document on Facebook
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