Non-stationary time series model building and application

MaRDI QIDQ3533342zbMATH OpenFDO

Authors Xiaoli Cai, Yu Fei

Publication date 23 October 2008

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)

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(6)

• Time series model building with Fourier autoregressive model
• A non-stationary time series model and its application
• scientific article; zbMATH DE number 1069604 (Why is no real title available?)
• The application of transfer function model in national GDP data
• VAR model empirical analysis based on nonstationary time series
• scientific article; zbMATH DE number 1053612 (Why is no real title available?)

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