Determining the final form of a linear dynamic econometric model

DOI10.1016/0304-4076(78)90027-1MaRDI QIDQ1251445zbMATH OpenOpenAlexFDO

Authors Piet de Jong

Publication date 1978

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(78)90027-1

zbMATH Keywords

Cauchy Integral FormulaEmpirical ApplicationFast Fourier Transform AlgorithmFinal FormFrequency Domain MethodsLinear Dynamic Econometric Model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• scientific article; zbMATH DE number 3492059 (Why is no real title available?)
• scientific article; zbMATH DE number 3492382 (Why is no real title available?)
• scientific article; zbMATH DE number 3238722 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• An Algorithm for the Machine Calculation of Complex Fourier Series
• Multiple Time Series Analysis and the Final Form of Econometric Models
• The Final Form of Econometric Equation Systems
• Time series analysis and simultaneous equation econometric models

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