Modelling Economic Time Series in the Presence of Variance Non-Stationarity: A Practical Approach
Author(s) -
Alexandros E. Milionis
Publication year - 2022
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.4161611
Subject(s) - series (stratigraphy) , econometrics , variance (accounting) , time series , statistics , mathematics , computer science , economics , geology , accounting , paleontology
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