scientific article

zbMath1380.62012MaRDI QIDQ2971499

Jennifer L. Castle, David F. Hendry

Publication date: 5 April 2017

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

cointegrationequilibrium correctionGranger representation theoremClive Grangernonsense regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Biographies, obituaries, personalia, bibliographies (01A70) History of statistics (62-03)

Uses Software

• OxMetrics

Cites Work

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• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• The Probability Approach in Econometrics

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