Conditional Heteroskedasticity and Cross-Sectional Dependence in Panel Data: An Empirical Study of Inflation Uncertainty in the G7 countries

Rodolfo Cermeño and Kevin B. Grier

A chapter in Panel Data Econometrics Theoretical Contributions and Empirical Applications, 2006, pp 259-277 from Emerald Group Publishing Limited

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Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:eme:ceazzz:s0573-8555(06)74010-x

DOI: 10.1016/S0573-8555(06)74010-X

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