On univariate time series methods and simultaneous equation econometric models
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 5 (1977)
Issue (Month): 3 (May)
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Web page: http://www.elsevier.com/locate/jeconom
Other versions of this item:
- PALM, Franz, . "On univariate time series methods and simultaneous equation econometric models," CORE Discussion Papers RP -293, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- Cubadda, Gianluca & Triacca, Umberto, 2011.
"An alternative solution to the Autoregressivity Paradox in time series analysis,"
Elsevier, vol. 28(3), pages 1451-1454, May.
- Gianluca Cubadda & Umberto Triacca, 2011. "An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis," CEIS Research Paper 184, Tor Vergata University, CEIS, revised 24 Jan 2011.
- Smeekes Stephan & Urbain Jean-Pierre, 2011. "On the Applicability of the Sieve Bootstrap in Time series Panels," Research Memorandum 055, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Arnold Zellner, 2000. "Bayesian and Non-Bayesian Approaches to Scientific Modeling and Inference in Economics and Econometrics," Econometric Society World Congress 2000 Contributed Papers 1206, Econometric Society.
- Valeria D’Amato & Steven Haberman & Gabriella Piscopo & Maria Russolillo, 2014. "Computational framework for longevity risk management," Computational Management Science, Springer, vol. 11(1), pages 111-137, January.
- Zellner, Arnold & Israilevich, Guillermo, 2005. "The Marshallian macroeconomic model: A progress report," International Journal of Forecasting, Elsevier, vol. 21(4), pages 627-645.
- Gianluca Cubadda & Alain Hecq & Franz C. Palm, 2008.
"Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling,"
CEIS Research Paper
125, Tor Vergata University, CEIS, revised 14 Jul 2008.
- Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2009. "Studying co-movements in large multivariate data prior to multivariate modelling," Journal of Econometrics, Elsevier, vol. 148(1), pages 25-35, January.
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