Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics
type: Item
instance of: scholarly article
title: Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics
zbMATH Open document ID: 1386.62013
author: Irene Botosaru
author: Yuya Sasaki
published in: Journal of Econometrics
publication date: 2018-03-22T00:00:00Z
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6852115
zbMATH Keywords: conditional heteroskedasticity
zbMATH Keywords: nonparametric identification
zbMATH Keywords: earnings risk
MaRDI profile type: Publication
full work available at URL: j.jeconom.2017.11.010
OpenAlex ID: W2778516570
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DOI: 10.1016/J.JECONOM.2017.11.010
description: scientific article; zbMATH DE number 6852115