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Publication:3713477
zbMath0587.62197MaRDI QIDQ3713477
Publication date: 1984
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
non-stationary processesexogeneityasymptotic distribution theoryCausalitycomparison of testsmultivariate methodsdeterministic processesCausal orderingsnon- autoregressive processesparameterization problemwide sense stationary multiple time series
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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