Nearer-Normality and Some Econometric Models

DOI10.2307/1910425MaRDI QIDQ3048048zbMATH OpenOpenAlexFDO

Authors Clive W. J. Granger

Publication date 1979

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1910425

zbMATH Keywords

bivariate random vectorscross-section analysiscumulantseconometric modelsnearer-normalityseemingly unrelated variables

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20)

Cited in

(3)

• Identification of arma models with non-gaussian innovations
• ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS
• Time series models with asymmetric innovations

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