Modeling the price side of econometric models. An analysis of the underlying hypotheses

DOI10.1016/0304-4076(79)90065-4zbMath0397.90027OpenAlexW1583653541MaRDI QIDQ1254004

Salih N. Neftci

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1016/0304-4076(79)90065-4

zbMATH Keywords

DisagGregated Price SeriesDynamic InteractionsEconometric ModelsMajor Price IndexNonlinear Estimation ProceduresNonlinear Vector Autoregression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites Work

• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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