03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression—Solution

Geert Dhaene

Econometric Theory, 2004, vol. 20, issue 1, 227-227

Abstract: Redundancy of lagged regressors in a conditionally heteroskedastic time series regressionAn excellent solution has been independently proposed by the S. Anatolyev, the poser of the problem.—solution.

Date: 2004
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