Time Series and Dynamic Models (Q4870468)
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scientific article; zbMATH DE number 857932
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Time Series and Dynamic Models |
scientific article; zbMATH DE number 857932 |
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Time Series and Dynamic Models (English)
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19 March 1996
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exponential smoothing
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time series econometrics
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seasonal adjustment
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linear regression model
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moving average methods
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Box-Jenkins approach
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nonstationary models
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dynamic macroeconometric models
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causality
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exogeneity
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shocks
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multipliers
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trend components
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error correlation approach
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optimal forecast
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rational expectations
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specification analyses
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state-space models
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Kalman filter
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0.8287087082862854
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0.8148413896560669
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