The Risk of Using Least Squares in Stochastic Difference Equations in the Presence of Generalized Arch

W. Veloce and T.A. Peters

Working Papers from Brock University, Department of Economics

Keywords: econometrics; economic models (search for similar items in EconPapers)
Pages: 29 pages
Date: 1989
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Persistent link: https://EconPapers.repec.org/RePEc:brk:wpaper:1989-03

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