scientific article; zbMATH DE number 1054377

zbMATH Open0874.62099MaRDI QIDQ4351997FDOQ4351997

Authors: Anil K. Bera, Sang-Kyu Lee 

Publication date: 28 October 1997

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Lagrange multiplier testrandom coefficient modelvariability of inflation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cited In (5)

• Periodic stationarity of random coefficient periodic autoregressions
• On some probabilistic properties of double periodic AR models
• On the ARCH model with random coefficients
• Autoregressive conditional heteroscedasticity: a comparison of ARCH and random coefficient models
• Macroeconomics and ARCH

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