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

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154 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	833-839
Number of pages	7
Journal	The Review of Economics and Statistics
Volume	86
Issue number	3
DOIs	https://doi.org/10.1162/0034653041811752
Publication status	Published - 2004

Research programs

@article{2bda01711f904bb6a7b5740cf4433859,

title = "Testing for volatility changes in U.S. macroeconomic time series",

author = "M Sensier and \{van Dijk\}, Dick",

year = "2004",

doi = "10.1162/0034653041811752",

language = "Undefined/Unknown",

volume = "86",

pages = "833--839",

journal = "The Review of Economics and Statistics",

issn = "0034-6535",

number = "3",

}