Estimation and Testing of the ARCH Effect in Panel Data when N and T are Large

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Original languageEnglish
Title of host publicationThe Midwest Econometrics Group 15th Annual Meeting
Place of PublicationCarbondale, Illinois
Publication statusPublished - 2005 Oct

All Science Journal Classification (ASJC) codes

  • Economics, Econometrics and Finance(all)

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