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Title:Interaction between autocorrelation and conditional heteroskedasticity : a random coefficient approach
Author(s):Bera, Anil K.; Lee, Sangkyu
Issue Date:1989-04
Publisher:Urbana, Ill. : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Series/Report:BEBR faculty working paper ; no. 1557
Type:Text
Language:English
Description:Includes bibliographical references (p. 22-25).
URI:http://hdl.handle.net/2142/29926
Rights Information:Copyright April 1989 Board of Trustees University of Illinois.
Date Available in IDEALS:2012-02-15
Has Version(s):http://hdl.handle.net/10111/UIUCOCA:interactionbetwe1557bera
http://www.archive.org/details/interactionbetwe1557bera
Identifier in Online Catalog:6590091
OCLC Identifier:(OCoLC)ocn753564659


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