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Q4002939 - MaRDI portal

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scientific article

    Statements

    author
    K. Cuthbertson
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    Stephen G. Hall
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    Mark P. Taylor
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    publication date
    18 September 1992
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    zbMATH Keywords
    dynamic time-series modelling
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    Dickey-Fuller tests
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    Box-Pierce tests
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    applied econometrics
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    large nonlinear econometric models
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    cointegration
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    Ljung-Box tests
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    parameter uncertainty
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    Kalman filters
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62-02
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    62-01
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    zbMATH DE Number
    52649
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