Journal of the Royal Statistical Society Series A (General) · 1981 · 577 citations · 0 references
ComputingBusiness EconomicsEconomicsEconometricsForecastingTime Series AnalysisAutocorrelation AnalysisCointegration AnalysisStationarity AnalysisTime Series EconometricsTime Series ForecastingVolatility ModelingEconometric Forecast ModelsEconometric Forecasting ModelsEconometric IdentificationNonstationary Time Series AnalysisTime-varying Volatility Models