STABILITY AND SOME INDICATED ECONOMETRIC APPLICATIONS OF GENERALIZED AUTOREGRESSIVE MODELS

被引：0
|
作者：
PAULSON, AS [1 ]
PHILLIPS, KE [1 ]
机构：
[1] UNIV TENNESSEE,KNOXVILLE,TN
来源：
WESTERN ECONOMIC JOURNAL | 1971年 / 9卷 / 03期
关键词：
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：332 / 332
页数：1
相关论文
共 50 条
  • [21] Empirical applications of threshold autoregressive models
    Kuchynka, Alexandr
    PROCEEDINGS OF THE 24TH INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS 2006, 2006, : 317 - 322
  • [22] Autoregressive graph Volterra models and applications
    Yang, Qiuling
    Coutino, Mario
    Leus, Geert
    Giannakis, Georgios B.
    EURASIP JOURNAL ON ADVANCES IN SIGNAL PROCESSING, 2023, 2023 (01)
  • [23] A statistical study for some classes of first-order mixed generalized binomial autoregressive models
    Zhang, Jie
    Shao, Siyu
    Yang, Kai
    Dong, Xiaogang
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2024, 53 (14) : 5057 - 5075
  • [24] Testing the hypothesis of stability in spatial econometric models
    Mur, Jesus
    Lopez, Fernando
    Angulo, Ana
    PAPERS IN REGIONAL SCIENCE, 2009, 88 (02) : 409 - 444
  • [25] STABILITY OF LINEAR ECONOMETRIC MODELS .2.
    FLEISSNER, P
    HIETLER, K
    COMPUTING, 1972, 10 (1-2) : 33 - 62
  • [26] Stable Randomized Generalized Autoregressive Conditional Heteroskedastic Models
    Sampaio, Jhames M.
    Morettin, Pedro A.
    ECONOMETRICS AND STATISTICS, 2020, 15 : 67 - 83
  • [27] Variable selection in generalized random coefficient autoregressive models
    Zhao, Zhiwen
    Liu, Yangping
    Peng, Cuixin
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2018,
  • [28] Generalized discrete autoregressive moving-average models
    Moeller, Tobias A.
    Weiss, Christian H.
    APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2020, 36 (04) : 641 - 659
  • [29] Multivariate ARMA models with generalized autoregressive linear innovation
    Francq, C
    Zakoyan, JM
    STOCHASTIC ANALYSIS AND APPLICATIONS, 2000, 18 (02) : 231 - 260
  • [30] STRUCTURAL STABILITY OF SOME SOUTH-AFRICAN ECONOMETRIC-MODELS - THEORETICAL AND EMPIRICAL VIEWS
    WESSO, GR
    SOUTH AFRICAN STATISTICAL JOURNAL, 1987, 21 (02) : 198 - 198
12345