Controlling spurious drift
From MaRDI portal
Publication:1927533
DOI10.1016/j.econlet.2003.12.013zbMath1254.91637OpenAlexW1988677818MaRDI QIDQ1927533
Publication date: 1 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2003.12.013
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Bayesian inference (62F15) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)
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