Determining the final form of a linear dynamic econometric model

DOI10.1016/0304-4076(78)90027-1zbMath0391.62087OpenAlexW1979676348MaRDI QIDQ1251445

Piet de Jong

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1016/0304-4076(78)90027-1

zbMATH Keywords

Cauchy Integral FormulaEmpirical ApplicationFast Fourier Transform AlgorithmFinal FormFrequency Domain MethodsLinear Dynamic Econometric Model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• Time series analysis and simultaneous equation econometric models
• The Final Form of Econometric Equation Systems
• Multiple Time Series Analysis and the Final Form of Econometric Models
• An Algorithm for the Machine Calculation of Complex Fourier Series

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