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

DOI10.15559/15-VMSTA25zbMath1359.62364arXiv1506.01984OpenAlexW3104820075MaRDI QIDQ340759

Chiara Segala, 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/1506.01984

zbMATH Keywords

cointegrationautoregressive modelsGranger causalityeconometrics 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)

Cites Work

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