A new look at the relationship between time-series and structural econometric models

DOI10.1016/0304-4076(93)90079-KzbMath0525.62101OpenAlexW2086307941WikidataQ127830032 ScholiaQ127830032MaRDI QIDQ585637

James M. Johannes, Richard G. Anderson, Robert H. Rasche

Publication date: 1983

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(93)90079-k

zbMATH Keywords

dynamic structural modelsunivariate time-series models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Related Items

Structural econometric modeling and time series analysis

Cites Work

• On comparing restricted least squares estimators
• Forecasting in dynamic models with stochastic regressors
• Gains in efficiency from joint estimation of systems of autoregressive- moving average processes
• Time series analysis and simultaneous equation econometric models
• The effect of transformations of variables upon their correlation coefficients
• Conflict Among Criteria for Testing Hypotheses: Extensions and Comments
• Modeling Multiple Times Series with Applications
• On the General Problem of Model Selection
• The Identification and Parameterization of Armax and State Space Forms
• Multiple Time Series Analysis and the Final Form of Econometric Models
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item