Structural econometric modeling and time series analysis

DOI10.1016/0096-3003(86)90011-1zbMath0617.62119MaRDI QIDQ1822192

Franz C. Palm

Publication date: 1986

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(86)90011-1

zbMATH Keywords

forecasting; ARIMA time-series models; SEMTSA; structural econometric modeling and time series analysis

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

91B84: Economic time series analysis

91B62: Economic growth models

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VAR INTERPRETATIONS OF HAAVELMO’S MARKET MODEL OF CAPITAL AND INVESTMENT, The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions, Encompassing univariate models in multivariate time series. A case study, Structural econometric modeling and time series analysis

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