scientific article; zbMATH DE number 1054377

MaRDI QIDQ4351997zbMATH OpenFDO

Authors Anil K. Bera, Sang-Kyu Lee

Publication date 28 October 1997

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)

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Cited in

(5)

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

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