scientific article

zbMath0464.90003MaRDI QIDQ3916329

Phoebus J. Dhrymes

Publication date: 1981

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

zbMATH Keywords

spectral analysisautoregressive modelspectral estimatesautocorrelated errorsadaptive expectationspermanent income hypothesisalternative testing proceduresdynamic demand modelestimation of distributed lag models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)

Related Items (5)

Multiple optima and asymptotic approximations in the partial adjustment model ⋮ On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors ⋮ Convergence of multiperiod equilibrium calculations, with geometric distributed lag demand ⋮ Effects of misspecification of lag structure in certain two-variable distributed lag models ⋮ Assessment of several algorithms for multi-period market equilibrium models with geometric distributed lag demand

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