Stochastic dynamic properties of linear econometric models

zbMath0431.62072MaRDI QIDQ1138334

Jürgen Wolters

Publication date: 1980

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

zbMATH Keywords

stabilityfrequency domainevolutionary spectraevaluation of policy measuresstochastic dynamic properties of linear econometric models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

Related Items (3)

Measuring the degree of convergence among European business cycles ⋮ On the term structure of interest rates -- empirical results for Germany ⋮ Covariance function and ergodicity of asymptotically stationary random fields

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