scientific article; zbMATH DE number 1192393

MaRDI QIDQ3842856zbMATH OpenFDO

Authors Mario Forni

Publication date 8 November 1998

zbMATH Keywords

ARMAX modelsmisspecified model

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)

Recommendations

• The misspecification of dynamic regression models
• The Misspecification of Arma Models
• scientific article; zbMATH DE number 3923929
• The consequences of misspecification in time series processes
• Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions

Cited in

(4)

• Aggregation of linear dynamic microeconomic models
• Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions
• The misspecification of dynamic regression models
• scientific article; zbMATH DE number 3940576 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3842856)