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zbMath0547.62060MaRDI QIDQ3339131
Clive W. J. Granger, Andrew A. Weiss
Publication date: 1983
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
polynomialslag operatorbivariate feedback modelserror- correction modelsintegrated ARIMA modelsmulti-component co-integrated seriesone-way causal modeltesting for two integrated serieswhite noise series
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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