On univariate time series methods and simultaneous equation econometric models

DOI10.1016/0304-4076(77)90046-XzbMath0354.62070MaRDI QIDQ1236861

K. Appert

Publication date: 1977

Published in: Journal of Econometrics (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (6)

Studying co-movements in large multivariate data prior to multivariate modelling ⋮ MARSHALLIAN MACROECONOMIC MODEL: A PROGRESS REPORT ⋮ Large sample estimation and testing procedures for dynamic equation systems ⋮ The analysis of seasonal economic models ⋮ Computational framework for longevity risk management ⋮ Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions

Cites Work

• Time series analysis and simultaneous equation econometric models
• Methods of Measuring the Marginal Propensity to Consume
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