Testing normality for unconditionally heteroscedastic macroeconomic variables-Reference-Cited by-同舟云学术

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Testing normality for unconditionally heteroscedastic macroeconomic variables

Published:2018-04 Issue: Volume:70 Page:140-146
ISSN:0264-9993
Container-title:Economic Modelling
language:en
Short-container-title:Economic Modelling

Author:

Raïssi Hamdi

Funder

CONICYT-FONDECYT

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference21 articles.

1. Testing for Conditional Heteroscedasticity in the Components of Inflation;Broto,2008

2. Fitting time series models to nonstationary processes;Dahlhaus;Ann. Stat.,1997

3. A Simple Non Stationary Model for Stock Returns;Drees,2002

4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation;Engle;Econometrica,1982

5. The spline GARCH model for unconditional volatility and its global macroeconomic causes;Engle;Rev. Fin. Stud.,2008

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Powers Correlation Analysis of Returns with a Non-stationary Zero-Process;Journal of Financial Econometrics;2023-09-11

2. Methodology;Impact Analysis of Total Productive Maintenance;2018-10-02

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