TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES

DOI10.1111/j.1467-9892.1987.tb00425.xzbMath0611.90040OpenAlexW2144020618MaRDI QIDQ3751336

Kenneth F. Wallis

Publication date: 1987

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1987.tb00425.x

zbMATH Keywords

bounded variableslikelihood ratio criterionlogistic transformationtransformation bias

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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Cites Work

• Stochastic specification and the estimation of share equations
• Testing Linear versus Logarithmic Regression Models
• On two families of transformations to additivity for binary response data
• An algorithm for the exact likelihood of a mixed autoregressive-moving average process
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