Pages that link to "Item:Q3667826"
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The following pages link to The Econometric Analysis of Economic Time Series (Q3667826):
Displaying 14 items.
- Interpreting cointegrated models (Q921797) (← links)
- Empirical modeling in dynamic econometrics (Q1083014) (← links)
- Structural time series modeling: A Bayesian approach (Q1095558) (← links)
- Identification of the long-run and the short-run structure. An application to the ISLM model (Q1341203) (← links)
- A multicriteria approach to model specification and estimation (Q1351869) (← links)
- Structural econometric modeling and time series analysis (Q1822192) (← links)
- Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time- series model (Q1899246) (← links)
- Typologies of linear dynamic systems and models (Q1918124) (← links)
- (Q2971499) (← links)
- Testing exogeneity in overidentified models (Q3598252) (← links)
- Testing in econometrics: Are economic theories testable? (Q3598292) (← links)
- J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY (Q4561964) (← links)
- HAAVELMO’S PROBABILITY APPROACH AND THE COINTEGRATED VAR (Q5247351) (← links)
- Checks of model adequacy for univariate time series models and their application to econometric relationships (Q5750232) (← links)
