Quadratic random coefficient autoregression with linear-in-parameters volatility (Q2350910)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic random coefficient autoregression with linear-in-parameters volatility |
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Quadratic random coefficient autoregression with linear-in-parameters volatility (English)
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25 June 2015
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generalized random coefficient autoregression
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quadratic ARCH
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four-stage weighted least squares
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consistency and asymptotic normality
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stationarity testing
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