Time Series Models in Econometrics, Finance and Other Fields
Journal of the American Statistical AssociationPublished 1 June 1997
KK, D. R. Cox, D. V. Hinkley, Ole E. Barndorff–Nielsen
Citations302
SJR quartileQ1
SJR score4.10
SNIP3.08
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Abstract
Statistical Aspects of ARCH and Scholastic Volatility Likelihood-Based Inference for Cointegration of Some Non-Stationary Time Series Forecasting in Macroeconomics Longitudinal Panel Data: An Overview of Current Methodology
Keywords
Decision SciencesEconomics, Econometrics and Finance