scientific article; zbMATH DE number 4047369

zbMATH Open0642.90001MaRDI QIDQ3783791FDOQ3783791

Authors: Clive W. J. Granger, Paul Newbold 

Publication date: 1986

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Kalman filterforecastingregressionSpectral analysisstate-space representationeconomic datamultiple time series

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) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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