Using bivariate autoregressive representations in testing exact expectations relations

DOI10.1016/0165-1765(88)90010-9zbMath1328.62526OpenAlexW2025886892MaRDI QIDQ902603

N. E. Zubov

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(88)90010-9

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)

Cites Work

• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Unnamed Item

This page was built for publication: Using bivariate autoregressive representations in testing exact expectations relations