Consideration of Trends in Time Series

DOI10.2202/1941-1928.1092zbMath1266.62071OpenAlexW2003767904MaRDI QIDQ4928530

Clive W. J. Granger, Halbert White

Publication date: 14 June 2013

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1941-1928.1092

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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