Modelling our changing world

DOI10.1007/978-3-030-21432-6OpenAlexW2970246162MaRDI QIDQ2312632

David F. Hendry, Jennifer L. Castle

Publication date: 17 July 2019

Published in: Palgrave Texts in Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-21432-6

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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