Nonstationary nonlinear heteroskedasticity in regression (Q278499): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6576083 / rank | |||
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| Property / zbMATH Keywords | |||
volatility | |||
| Property / zbMATH Keywords: volatility / rank | |||
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nonstationary nonlinear heteroskedasticity | |||
| Property / zbMATH Keywords: nonstationary nonlinear heteroskedasticity / rank | |||
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regression with heteroskedastic errors | |||
| Property / zbMATH Keywords: regression with heteroskedastic errors / rank | |||
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spurious regression | |||
| Property / zbMATH Keywords: spurious regression / rank | |||
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Revision as of 17:02, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonstationary nonlinear heteroskedasticity in regression |
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Nonstationary nonlinear heteroskedasticity in regression (English)
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2 May 2016
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volatility
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nonstationary nonlinear heteroskedasticity
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regression with heteroskedastic errors
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spurious regression
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