Measures of Conditional Linear Dependence and Feedback Between Time Series

DOI10.2307/2288723zbMATH Open0553.62083OpenAlexW4238051305MaRDI QIDQ3347149FDOQ3347149

Publication date: 1984

Full work available at URL: https://doi.org/10.2307/2288723

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84) Inference from stochastic processes and spectral analysis (62M15)

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