Autoregressive approaches to import-export time series. I: Basic techniques

DOI10.15559/15-VMSTA22zbMath1359.62363arXiv1506.02940OpenAlexW3105961747MaRDI QIDQ340757

Luca Di Persio

Publication date: 15 November 2016

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.02940

zbMATH Keywords

cointegrationautoregressive modelsGranger causalityAIC and BIC criteriaeconometrics time seriesstochastic nonstationaritytrends and breaks

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Autoregressive approaches to import-export time series. II: A concrete case study

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