Estimation et prevision dans les modeles economiques autoregressifs

DOI10.2307/1401655zbMATH Open0269.90007OpenAlexW2796551462MaRDI QIDQ3212876FDOQ3212876

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

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