Testing for Conditional Heteroscedasticity in the Components of Inflation

DOI10.2202/1558-3708.1620zbMath1193.91113OpenAlexW3125046493MaRDI QIDQ3574743

Esther Ruiz Ortega, Carmen Broto

Publication date: 2 July 2010

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/9023

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Non-Markovian processes: hypothesis testing (62M07)

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