scientific article; zbMATH DE number 1418019

MaRDI QIDQ4944285zbMATH OpenFDO

Authors Michal Hatrák

Publication date 19 March 2000

zbMATH Keywords

cointegrationerror correction modelsBox-Jenkins approachapplied econometrics

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

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Cited in

(8)

• scientific article; zbMATH DE number 3988585 (Why is no real title available?)
• STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION
• Research on a tax prediction error correction model based on cointegration theory
• Error correction models, cointegration and the internal model principle
• Analysis of cointegrated models with measurement errors
• Improved estimates and forecasts of error correction models in economics
• Extended complex error correction models for seasonal cointegration
• Optimal error predictors for economic models

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