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Estimating Regression Models with Multiplicative Heteroscedasticity

Econometrica, 1976
openaire   +1 more source

Heteroscedasticity and Autocorrelation

1985
openaire   +1 more source

Heteroscedastic Time Series

2011
openaire   +1 more source
volatility
simulation
8. economic growth
time series
linear regression mixed models
1. no poverty
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