Nonstationary nonlinear heteroskedasticity in regression

Heetaik Chung and Joon Park

Journal of Econometrics, 2007, vol. 137, issue 1, 230-259

Date: 2007
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Working Paper: Nonstationary Nonlinear Heteroskedasticity in Regression (2005)
Working Paper: Nonstationary Nonlinear Heteroskedasticity in Regression (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:137:y:2007:i:1:p:230-259

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