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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
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

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