Structural econometric modeling and time series analysis

DOI10.1016/0096-3003(86)90011-1zbMath0617.62119OpenAlexW2102989328MaRDI 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

forecastingARIMA time-series modelsSEMTSAstructural econometric modeling and time series analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62)

Related Items (4)

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

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