SSRN Electronic Journal · 2010 · 44 citations · 48 references
Social SciencesAccountancyEconomicsEconometricsFinancial EconometricsTime Series AnalysisAccounting ConservatismTime Series EconometricsAsymmetric Earnings ResponseAutoregressive ProcessesGeneralized Autoregressive Conditional Heteroskedasticity ModelsImpulse ResponseInteraction Term Modeling
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Jörg Breitung, James D. Hamilton · Contemporary Sociology A Journal of Reviews · 1995 · 11.2K citations
Trends and random walks in macroeconmic time series
Charles R. Nelson, Charles R. Plosser · Journal of Monetary Economics · 1982 · 4.7K citations
Engineering, Economics, Mathematics +14