Macroeconomics and ARCH* James D. Hamilton Department of Economics University of California, San Diego September 24, 2007

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Date: 2008-06-23 16:29:03 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		Macroeconomics and ARCH* James D. Hamilton Department of Economics University of California, San Diego September 24, 2007 Add to Reading List Source URL: econweb.ucsd.edu Download Document from Source Website File Size: 950,34 KB Share Document on Facebook

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