Simple Search

Query:

Enter a query and click »Search«...

Format:

Display: entries per page entries

Zbl 0491.62099
Engle, Robert F.
Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. (English)
[J] Econometrica 50, 987-1007 (1982). ISSN 0012-9682; ISSN 1468-0262/e

Display scanned Zentralblatt-MATH page with this review.

MSC 2000:: *62P20 Appl. of statistics to economics
62M10 Time series, etc. (statistics)
62J05 Linear regression

Keywords: United Kingdom inflation; ARCH process; maximum likelihood estimators; ordinary least squares; Lagrange multiplier procedure; nonconstant variances; autoregressive conditionally heteroscedastic processes

Cited in: Zbl 1224.62063 Zbl 1168.91493 Zbl 1199.62011 Zbl 1199.62009 Zbl 1199.62060 Zbl 1128.62100 Zbl 1167.62366 Zbl 1142.62063 Zbl 1115.62089 Zbl 1098.62549 Zbl 0978.62084 Zbl 0965.62071 Zbl 0979.62069 Zbl 0951.91027 Zbl 0943.62118 Zbl 0937.62089 Zbl 0896.62088 Zbl 0885.62103 Zbl 0807.62090 Zbl 0806.90018 Zbl 0782.62102 Zbl 0744.62152 Zbl 0616.62119 Zbl 0595.62089

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Simple Search

Zentralblatt MATH Berlin [Germany]