AUTOREGRESSIVE MODELING AND MONEY-INCOME CAUSALITY DETECTION

被引：409

作者：

HSIAO, C

机构：

来源：

关键词：

D O I：

10.1016/0304-3932(81)90053-2

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：85 / 106

页数：22

共 36 条

[1] FITTING AUTOREGRESSIVE MODELS FOR PREDICTION [J].

AKAIKE, H .

[2]

Akaike H., 1969, ANN I STATISTICAL MA, V22, P203

[3]

Akaike H., 1970, ANN I STATISTICAL MA, V22, P163

ANDERSON, TW .

ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (03) :676-687

[5]

BRAINARD WC, 1968, AM ECON REV, V58, P99

[6]

BRUNNER K, 1966, CREDIT MARKET THEORY

[7]

CAGAN P, 1965, DETERMINANT EFFECTS

[8] FEEDBACK BETWEEN STATIONARY STOCHASTIC-PROCESSES [J].

CAINES, PE ;

CHAN, CW .

[9]

CAINES PE, 1976, IEEE T AUTOMATIC CON, V21, P1137

[10]

DAVIS RG, 1968, MONTHLY REV FEDE APR