APPROXIMATE STATE-SPACE MODELS OF SOME VECTOR-VALUED MACROECONOMIC TIME-SERIES FOR CROSS-COUNTRY COMPARISONS

被引:4
作者
AOKI, M [1 ]
HAVENNER, A [1 ]
机构
[1] UNIV CALIF DAVIS,DAVIS,CA 95616
关键词
D O I
10.1016/0165-1889(86)90032-1
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:149 / 155
页数:7
相关论文
共 4 条
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AOKI M, 1983, NOTES EC TIME SERIES
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MOORE BC, 1978, IEEE C DECISION CONT, P66
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PERNEBO, L ;
SILVERMAN, LM .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1982, 27 (02) :382-387
[4]   MODELING MULTIPLE TIME-SERIES WITH APPLICATIONS [J].
TIAO, GC ;
BOX, GEP .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1981, 76 (376) :802-816