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metadata language: English

Semiparametric Arch Models

Version
v1
Resource Type
Dataset : survey data
Creator
  • Engle, Robert F.
  • Gonzalez-Rivera, Gloria
Other Title
  • Version 1 (Subtitle)
Publication Date
1996-01-03
Language
English
Description
  • Abstract

    These data and/or computer programs are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the INVESTIGATOR(S) if further information is desired.
  • Table of Contents

    Datasets:

    • DS1: Dataset
Availability
Download
This study is freely available to the general public via web download.
Alternative Identifiers
  • 1031 (Type: ICPSR Study Number)
Publications
  • Engle, Robert F., Gonzalez-Rivera, Gloria. Semiparametric ARCH models. Journal of Business and Economic Statistics.9, (4), 345-359.1991.
    • ID: http://www.jstor.org/stable/1391236 (URL)

Update Metadata: 2015-08-05 | Issue Number: 6 | Registration Date: 2015-06-15

Engle, Robert F.; Gonzalez-Rivera, Gloria (1996): Semiparametric Arch Models. Version 1. Version: v1. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/ICPSR01031.v1