The properties of the parameterization of ARMAX systems and their relevance for structural estimation and dynamic specification
Year of publication: |
1983
|
---|---|
Authors: | Deistler, M. |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 51.1983, 4, p. 1187-1207
|
Subject: | Statistik Zeitreihe |
-
Nonlinear three stage least squares pooling of cross dection and average time series data
Jorgenson, Dale W., (1982)
-
Robust methods for arima models
Martin, R. Douglas, (1981)
-
Computer programs for spectral analysis of economic time series
Karreman, H. F., (1963)
- More ...
-
[Rezension von: Lütkepohl, H., Forecasting aggregated vector ARMA processes]
Deistler, Manfred, (1989)
-
Die Analyse des Prognoseverhaltens ökonometrischer Modelle mit Hilfe von Spektralmethoden
Deistler, M., (1978)
-
Deistler, M., (1985)
- More ...