Latent variable models for time series : a frequency domain approach with an application to the permanent income hypothesis
Year of publication: |
1981
|
---|---|
Authors: | Geweke, John F. ; Singleton, Kenneth J. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 17.1981, 3, p. 287-304
|
Subject: | Statistik Zeitreihe | Einkommen |
-
An examination of the life cycle : permanent income hypothesis using regional time series data
Gault, Nigel James, (1983)
-
Idősoros és keresztmetszeti adatokból származó jövedelemrugalmasságok
Muszély, Gyo͏̈rgy, (1982)
-
The casual causal relationship between money and income : some caveats for time series analysis
Feige, Edgar L., (1979)
- More ...
-
Geweke, John F., (1981)
-
Maximum likelihood ʺconfirmatoryʺ factor analysis of economic time series
Geweke, John F., (1981)
-
Asset prices in a time series model with disparately informed, competitive traders
Singleton, Kenneth J., (1986)
- More ...