A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity (Q946272)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity |
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A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity (English)
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22 September 2008
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maximum likelihood estimation
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nonstationarity
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volatility
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interest rates
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experimental design
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