Question: Consider the response model in equation 14.5 and the transmission of error approach to finding the variance model (equation 14.7). Suppose that in the response
Consider the response model in equation 14.5 and the transmission of error approach to finding the variance model (equation 14.7). Suppose that in the response model we use
What effect does including the interaction terms between the noise variables have on the variance model?
i-1 i-1 i-1
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