ARMA MODELS WITH ARCH ERRORS

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

Specification Tests in Econometrics

1978 • 17,234 citations

An Analysis of Transformations

1964 • 13,718 citations

Maximum Likelihood Estimation of Misspecified Models

1982 • 3,838 citations

Time Series Analysis: Forecasting and Control

1977 • 2,451 citations

An analysis of transformations (with discussion)

1964 • 1,928 citations

Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables

1978 • 1,361 citations

Nonlinear Regression with Dependent Observations

1984 • 465 citations

Two Methods for Examining the Stability of Regression Coefficients

1977 • 215 citations

Tests for departure from normality in the case of linear stochastic processes

1961 • 78 citations