Non-stationary time series model building and application

zbMATH Open1146.62344MaRDI QIDQ3533342FDOQ3533342

Xiaoli Cai, Yu Fei

Publication date: 23 October 2008

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zbMATH Keywords

cointegrationeconomic growthGranger-causality test

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)

Cited In (4)

• Title not available (Why is that?)
• The application of transfer function model in national GDP data
• Title not available (Why is that?)
• Time series model building with Fourier autoregressive model

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