Typologies of linear dynamic systems and models
From MaRDI portal
Publication:1918124
DOI10.1016/0378-3758(95)00036-4zbMath0855.62072OpenAlexW2158072260MaRDI QIDQ1918124
Publication date: 18 July 1996
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://ora.ox.ac.uk/objects/uuid:26c80cfa-7e54-493b-a4f2-0dbd7b6766c6
econometric modelsclosed linear dynamic systemscointegrated processesintegrated data processesmodel typologymodelling strategiesopen linear dynamic systems
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Statistical analysis of cointegration vectors
- A simple message for autocorrelation correctors: Don't
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- From a var model to a structural model, with an application to the wage–price spiral
- Inference in Linear Time Series Models with some Unit Roots
- Exogeneity
- Optimal Inference in Cointegrated Systems
- The Econometric Analysis of Economic Time Series
- Econometric Evaluation of Linear Macro-Economic Models
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Lead-Lag Relations, Exogeneity and Prediction of Economic Time Series
- Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
- Dynamic Econometrics
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Forecasting and conditional projection using realistic prior distributions
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- The Choice of Instrumental Variables in the Estimation of Economy-Wide Econometric Models
- The Statistical Implications of a System of Simultaneous Equations
- The Probability Approach in Econometrics
