MODELING MACROECONOMIC TIME-SERIES

被引：55
作者：
PROTHERO, DL [1 ]
WALLIS, KF [1 ]
机构：
[1] UNIV LONDON,SCH ECON & POLIT SCI,LONDON,ENGLAND
来源：
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY | 1976年 / 139卷
关键词：
D O I：
10.2307/2344351
中图分类号：
O1 [数学]; C [社会科学总论];
学科分类号：
03 ; 0303 ; 0701 ; 070101 ;
摘要：
引用
收藏
页码：468 / 500
页数：33
相关论文
共 60 条
[1]  
ALAVI AS, 1973, THESIS U LANCASTER
[2]  
Anderson O. D., 1976, TIME SERIES ANALYSIS
[3]  
BALL RJ, 1975, MODELLING EC, pCH1
[4]  
Boot J. C. G, 1962, REV I INT STAT, V30, P136
[5]  
Box G. E. P., 1970, TIME SERIES ANAL FOR, V65, P1509
[6]  
Box George E. P, 1970, J AM STAT ASS
[7]   AN ANALYSIS OF TRANSFORMATIONS [J].
BOX, GEP ;
COX, DR .
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1964, 26 (02) :211-252
[8]   INTERVENTION ANALYSIS WITH APPLICATIONS TO ECONOMIC AND ENVIRONMENTAL PROBLEMS [J].
BOX, GEP ;
TIAO, GC .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1975, 70 (349) :70-79
[9]   ANALYSIS OF CLOSED-LOOP DYNAMIC-STOCHASTIC SYSTEMS [J].
BOX, GEP ;
MACGREGO.JF .
TECHNOMETRICS, 1974, 16 (03) :391-398
[10]   SOME COMMENTS ON A PAPER BY CHATFIELD AND PROTHERO AND ON A REVIEW BY KENDALL [J].
BOX, GEP ;
JENKINS, GM .
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1973, 136 :337-345
123456