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Publication:4002939
zbMath0747.62112MaRDI QIDQ4002939
K. Cuthbertson, Stephen G. Hall, Mark P. Taylor
Publication date: 18 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
cointegrationparameter uncertaintyKalman filtersDickey-Fuller testsapplied econometricsBox-Pierce testsdynamic time-series modellinglarge nonlinear econometric modelsLjung-Box tests
Applications of statistics to economics (62P20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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