The consequences of misspecification in time series processes

DOI10.1016/0165-1765(90)90104-9zbMath1378.62087OpenAlexW1977390547WikidataQ127190797 ScholiaQ127190797MaRDI QIDQ1676682

Victoria Zinde-Walsh

Publication date: 9 November 2017

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(90)90104-9

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Entropy, divergence and distance measures with econometric applications

Cites Work

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