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metadata language: English

Filtering with ARCH: A Monte Carlo Experiment

Version
v0
Resource Type
Dataset : survey data
Creator
  • Nelson, Daniel B.
  • Schwartz, Boaz A.
Other Title
  • Archival Version (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
Collection Mode
  • No hard copy documentation.

Availability
Delivery
This version of the study is no longer available on the web. If you need to acquire this version of the data, you have to contact ICPSR User Support (help@icpsr.umich.edu).
Alternative Identifiers
  • 1056 (Type: ICPSR Study Number)
Relations
  • Is previous version of
    DOI: 10.3886/ICPSR01056.v1
Publications
  • (author unknown). Filtering with ARCH: A Monte Carlo Experiment. meeting of the American Statistical Association, Business and Economic Statistics Section.. 1992.
  • Foster, D.P.. Variance filtering with ARCH models: A Monte Carlo investigation. University of Chicago G.S.B., . 1992.

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

Nelson, Daniel B.; Schwartz, Boaz A. (1996): Filtering with ARCH: A Monte Carlo Experiment. Archival Version. Version: v0. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/ICPSR01056