Dynamic Econometrics

DOI10.1093/0198283164.001.0001zbMath0897.62127OpenAlexW4205423032MaRDI QIDQ4398388

Publication date: 19 July 1998

Full work available at URL: https://doi.org/10.1093/0198283164.001.0001

likelihood causality cointegration data mining unit roots simultaneous equations error correction dynamic systems measurement errors seasonal adjustment vector autoregression exogeneity encompassing time series econometrics dummy variables

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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