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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


Macroeconomics and ARCH* James D. Hamilton Department of Economics University of California, San Diego September 24, 2007
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Document Date: 2008-06-23 16:29:03

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United States / /

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Facility

Economics University of California / /

IndustryTerm

finance / macroeconomic applications / oil prices / empirical applications / oil-price volatility / /

Organization

Macroeconomics and ARCH* James D. Hamilton Department / US Federal Reserve / University of California / San Diego / /

Person

R. Russell / Robert F. Engle / Tim Bollerslev / Mark Watson / James D. Hamilton / Rob Engle / /

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