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
  • [31] Generalized Autoregressive Score Models in R: The GAS Package
    Ardia, David
    Boudt, Kris
    Catania, Leopoldo
    JOURNAL OF STATISTICAL SOFTWARE, 2019, 88 (06): : 1 - 28
  • [32] Variable selection in generalized random coefficient autoregressive models
    Zhiwen Zhao
    Yangping Liu
    Cuixin Peng
    Journal of Inequalities and Applications, 2018
  • [33] Generalized Moment Tests for Autoregressive Conditional Duration Models
    Chen, Yi-Ting
    Hsieh, Chih-Sheng
    JOURNAL OF FINANCIAL ECONOMETRICS, 2010, 8 (03) : 345 - 391
  • [34] Spatial extension of generalized autoregressive conditional heteroskedasticity models
    Sato, Takaki
    Matsuda, Yasumasa
    SPATIAL ECONOMIC ANALYSIS, 2021, 16 (02) : 148 - 160
  • [35] Transformed symmetric generalized autoregressive moving average models
    Gomes, Amanda S.
    Morettin, Pedro A.
    Cordeiro, Gauss M.
    Taddeo, Marcelo M.
    STATISTICS, 2018, 52 (03) : 643 - 664
  • [36] Stability and Interpretation of Autoregressive Models of Terrain Topology
    Wagner, Shannon
    Ferris, John B.
    JOURNAL OF DYNAMIC SYSTEMS MEASUREMENT AND CONTROL-TRANSACTIONS OF THE ASME, 2011, 133 (02):
  • [37] Generalized Poisson autoregressive models for time series of counts
    Chen, Cathy W. S.
    Lee, Sangyeol
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2016, 99 : 51 - 67
  • [38] Generalized autoregressive moving average models with GARCH errors
    Zheng, Tingguo
    Xiao, Han
    Chen, Rong
    JOURNAL OF TIME SERIES ANALYSIS, 2022, 43 (01) : 125 - 146
  • [39] Testing for parameter stability in nonlinear autoregressive models
    Kirch, Claudia
    Kamgaing, Joseph Tadjuidje
    JOURNAL OF TIME SERIES ANALYSIS, 2012, 33 (03) : 365 - 385
  • [40] SOME LEAST SQUARES ESTIMATES OF THE AUTOREGRESSIVE MODELS
    林正华
    盛中平
    王嘉松
    Numerical Mathematics A Journal of Chinese Universities(English Series), 1999, (01) : 113 - 124