Engle, Robert F. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. (English) Zbl 0491.62099 Econometrica 50, 987-1007 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 34 ReviewsCited in 1616 Documents MSC: 62P20 Applications of statistics to economics 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62J05 Linear regression; mixed models Keywords:United Kingdom inflation; ARCH process; maximum likelihood estimators; ordinary least squares; Lagrange multiplier procedure; nonconstant variances; autoregressive conditionally heteroscedastic processes PDF BibTeX XML Cite \textit{R. F. Engle}, Econometrica 50, 987--1007 (1982; Zbl 0491.62099) Full Text: DOI Link