Structural econometric modeling and time series analysis

DOI10.1016/0096-3003(86)90011-1MaRDI QIDQ1822192zbMATH OpenOpenAlexFDO

Authors Franz C. Palm

Publication date 1986

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(86)90011-1

zbMATH Keywords

forecastingARIMA time-series modelsSEMTSAstructural econometric modeling and time series analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62)

Cites work

• scientific article; zbMATH DE number 3872515 (Why is no real title available?)
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• A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES
• A new look at the relationship between time-series and structural econometric models
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• Estimating the dimension of a model
• Exogeneity
• IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
• Identification of noisy systems
• Latent variable models for time series. A frequency domain approach with an application to the permanent income hypothesis
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• Maximum likelihood identification of Gaussian autoregressive moving average models
• Multiple Time Series Analysis and the Final Form of Econometric Models
• On a measure of lack of fit in time series models
• On the formulation of empirical models in dynamic econometrics
• Structural econometric modeling and time series analysis
• The Econometric Analysis of Economic Time Series
• The Properties of the Parameterization of Armax Systems and Their Relevance for Structural Estimation and Dynamic Specification
• The estimation of the order of an ARMA process
• Time Series versus Structural Models: A Case Study of Canadian Manufacturing Inventory Behavior
• Time series analysis and simultaneous equation econometric models
• `Time-series' versus `econometric' forecasts: a non-linear regression counterexample

Cited in

(6)

• Structural econometric modeling and time series analysis
• VAR interpretations of Haavelmo's market model of capital and investment
• Encompassing univariate models in multivariate time series. A case study
• scientific article; zbMATH DE number 1122623 (Why is no real title available?)
• scientific article; zbMATH DE number 3894336 (Why is no real title available?)
• The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions

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