Publication:2971499

zbMath1380.62012MaRDI QIDQ2971499

Jennifer L. Castle, David F. Hendry

Publication date: 5 April 2017

zbMATH Keywords

cointegrationequilibrium correctionGranger representation theoremClive Grangernonsense regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Biographies, obituaries, personalia, bibliographies (01A70) History of statistics (62-03)

Uses Software

• OxMetrics

Cites Work

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