Testing for volatility changes in U.S. macroeconomic time series

Review of Economics and Statistics

Volumn 86, Issue 3, 2004, Pages 833-839

  Sensier, Marianne ^a   Van Dijk, Dick ^b  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

^b ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 4444298525     PISSN: 00346535     EISSN: None     Source Type: Journal    
DOI: 10.1162/0034653041811752     Document Type: Article

References (24)

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