Typologies of linear dynamic systems and models
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- scientific article; zbMATH DE number 3940576 (Why is no real title available?)
- scientific article; zbMATH DE number 51202 (Why is no real title available?)
- scientific article; zbMATH DE number 3062534 (Why is no real title available?)
- scientific article; zbMATH DE number 3080068 (Why is no real title available?)
- A simple message for autocorrelation correctors: Don't
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Dynamic Econometrics
- Econometric Evaluation of Linear Macro-Economic Models
- Exogeneity
- Forecasting and conditional projection using realistic prior distributions
- From a var model to a structural model, with an application to the wage–price spiral
- Inference in Linear Time Series Models with some Unit Roots
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- Lead-Lag Relations, Exogeneity and Prediction of Economic Time Series
- Optimal Inference in Cointegrated Systems
- Statistical analysis of cointegration vectors
- The Choice of Instrumental Variables in the Estimation of Economy-Wide Econometric Models
- The Econometric Analysis of Economic Time Series
- The Probability Approach in Econometrics
- The Statistical Implications of a System of Simultaneous Equations
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