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Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Arch: Selected Readings

Arch: Selected Readings

Paperback

Series: Advanced Texts in Econometrics

Economics

ISBN10: 019877432X
ISBN13: 9780198774327
Publisher: Oxford University Press
Published: Dec 28 1995
Pages: 422
Weight: 1.40
Height: 1.06 Width: 6.05 Depth: 9.21
Language: English
In the early 1980s, R. F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently generated a very considerable literature. This collection brings together readings on ARCH models, both applied and theoretical, half by Engle himself and half by other econometricians working in the field. It begins with an introduction by the editor which traces the development of the field.

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Economics