The Econometric Analysis of Economic Time Series
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Publication:3667826
DOI10.2307/1402738zbMath0518.62096OpenAlexW2136429787MaRDI QIDQ3667826
Jean-Francois Richard, David F. Hendry
Publication date: 1983
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1402738
invariancedynamicsexpectationsconditioningplansmoney demandexogeneityconditional modelsdiagnostic testingencompassingestimator generationmarginalizing
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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