Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
Year of publication: |
1982
|
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Authors: | Engle, Robert F. |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 50.1982, 4, p. 987-1007
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Subject: | Ökonometrik Schätzung | Großbritannien |
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