Estimation et prevision dans les modeles economiques autoregressifs

DOI10.2307/1401655MaRDI QIDQ3212876zbMATH OpenOpenAlexFDO

Authors Edmond Malinvaud

Publication date 1961

Published in Revue de l'Institut International de Statistique / Review of the International Statistical Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1401655

Mathematics Subject Classification ID

Economic time series analysis (91B84) Trade models (91B60)

Cited in

(4)

• Further results on the h-test of Durbin for stable autoregressive processes
• Testing for residual correlation of any order in the autoregressive process
• Asymptotic efficiency in autoregressive processes driven by stationary Gaussian noise
• On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking

This page was built for publication: Estimation et prevision dans les modeles economiques autoregressifs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3212876)