The power of PANIC
From MaRDI portal
Publication:2343823
DOI10.1016/j.jeconom.2014.03.013zbMath1332.62350OpenAlexW2069849304MaRDI QIDQ2343823
Publication date: 6 May 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.03.013
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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