03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression—Solution
03.1.2 条件异方差时间序列回归中滞后解释变量的冗余性:解答
Redundancy of lagged regressors in a conditionally heteroskedastic time series regressionAn excellent solution has been independently proposed by the S. Anatolyev, the poser of the problem.—solution.