Conditional Heteroskedasticity and Cross-Sectional Dependence in Panel Data: An Empirical Study of Inflation Uncertainty in the G7 countries
Panel Data Econometrics Theoretical Contributions and Empirical Applications
ISBN: 978-0-44452-172-9, eISBN: 978-1-84950-836-0
Publication date: 1 April 2006
Citation
Cermeño, R. and Grier, K.B. (2006), "Conditional Heteroskedasticity and Cross-Sectional Dependence in Panel Data: An Empirical Study of Inflation Uncertainty in the G7 countries", Baltagi, B.H. (Ed.) Panel Data Econometrics Theoretical Contributions and Empirical Applications (Contributions to Economic Analysis, Vol. 274), Emerald Group Publishing Limited, Leeds, pp. 259-277. https://doi.org/10.1016/S0573-8555(06)74010-X
Publisher
:Emerald Group Publishing Limited
Copyright © 2006, Emerald Group Publishing Limited