Time Series Models in Econometrics, Finance and Other Fields

KK · D. R. Cox · DAVID V. HINKLEY · Ole Eiler Barndorff-Nielsen

302 citations0/0 files storedJournal of the American Statistical Association

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Financial Risk and Volatility Modeling Spatial and Panel Data Analysis Time Series Analysis and Forecasting

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

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