THE ERROR TERM IN THE HISTORY OF TIME SERIES ECONOMETRICS

DOI10.1017/S0266466601172063zbMath0980.62107OpenAlexW2102631452MaRDI QIDQ2739268

Christopher L. Gilbert, Duo Qin

Publication date: 6 March 2002

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466601172063

zbMATH Keywords

error terms

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)

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