The ARAR Error Model for Univariate Time Series and Distributed Lag

DOI10.2202/1558-3708.1132MaRDI QIDQ3368327zbMATH OpenOpenAlexFDO

Authors Arnold Zellner, Richard A. L. Carter

Publication date 27 January 2006

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1558-3708.1132

zbMATH Keywords

Bayesian inferencemodel choicemodel formulationtime series analysis

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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(1)

• Time series AR(1) model for short-tailed distributions

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