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A Generalised Approach to the Treatment of Autocorrelation


  • Pagan, Adrian


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  • Pagan, Adrian, 1974. "A Generalised Approach to the Treatment of Autocorrelation," Australian Economic Papers, Wiley Blackwell, vol. 13(23), pages 267-280, December.
  • Handle: RePEc:bla:ausecp:v:13:y:1974:i:23:p:267-80

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    References listed on IDEAS

    1. Zabel, Edward, 1972. "Multiperiod monopoly under uncertainty," Journal of Economic Theory, Elsevier, vol. 5(3), pages 524-536, December.
    2. Laura S. Rubin, 1980. "Aggregate Inventory Behavior: Response to Uncertainty and Interest Rates," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 2(2), pages 201-211, January.
    3. Patricia B. Reagan, 1982. "Inventory and Price Behaviour," Review of Economic Studies, Oxford University Press, vol. 49(1), pages 137-142.
    4. Moheb Ghali, 1974. "Inventories, Production Smoothing, and the Accelerator: Some Empirical Evidence," The Quarterly Journal of Economics, Oxford University Press, vol. 88(1), pages 149-157.
    5. Turnovsky, Stephen J, 1973. "Production Flexibility, Price Uncertainty and the Behavior of the Competitive Firm," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 14(2), pages 395-413, June.
    6. Blinder, Alan S, 1982. "Inventories and Sticky Prices: More on the Microfoundations of Macroeconomics," American Economic Review, American Economic Association, vol. 72(3), pages 334-348, June.
    7. Moses Abramovitz, 1950. "Total Inventories during Business Cycles," NBER Chapters,in: Inventories and Business Cycles, with Special Reference to Manufacturer's Inventories, pages 76-108 National Bureau of Economic Research, Inc.
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    Cited by:

    1. Thomas M. Fullerton Jr & Azucena González Monzón & Adam G. Walke, 2013. "Physical Infrastructure and Economic Growth in El Paso," Economic Development Quarterly, , vol. 27(4), pages 363-373, November.
    2. Thomas M Fullerton Jr & Eiichi Araki, 2004. "A Theoretical Model of Industrial Economy Inflationary Dynamics," Macroeconomics 0408007, EconWPA.
    3. D.A. Turkington, 1998. "Shifting Matrices and Their Application to Time Series Models in Econometrics," Economics Discussion / Working Papers 98-09, The University of Western Australia, Department of Economics.
    4. Thomas M. Fullerton & Ileana M. Resendez & Adam G. Walke, 2015. "Upward Sloping Demand for a Normal Good? Residential Electricity in Arkansas," International Journal of Energy Economics and Policy, Econjournals, vol. 5(4), pages 1065-1072.
    5. K.W. Clements & J. Broadbent & L.W. Johnson & J.C. Taylor, 1981. "Two Short Papers on Holdings of Financial Assets," Economics Discussion / Working Papers 81-17, The University of Western Australia, Department of Economics.
    6. vdr Leeuw, J.L., 1997. "Maximum Likelihood Estimation of Exact ARMA Models," Other publications TiSEM a1cdd9b8-93d9-460c-a0c9-1, Tilburg University, School of Economics and Management.
    7. Thomas M Fullerton Jr & David A Schauer, 2004. "Regional Econometric Assessment of Aggregate Water Consumption Trends," Urban/Regional 0407006, EconWPA.
    8. Campbell, Rachel & Gardiner, B. & Haszler, Henry, 1980. "On The Hidden Revenue Effects Of Wool Price Stabilisation In Australia: Initial Results," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 24(01), April.
    9. Thomas M Fullerton Jr, 2005. "Borderplex Bridge and Air Econometric Forecast Accuracy," Urban/Regional 0501005, EconWPA.
    10. Fullerton, Thomas M. & Juarez, David A. & Walke, Adam G., 2012. "Residential electricity consumption in Seattle," Energy Economics, Elsevier, vol. 34(5), pages 1693-1699.
    11. Thomas M. Fullerton, Jr., 1999. "Inflationary pressure determinants in México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 14(1), pages 33-51.
    12. Thomas M. Fullerton & Teodulo Soto, 2015. "Oil Shock Impacts on the Borderplex Regional Economy," International Journal of Energy Economics and Policy, Econjournals, vol. 5(1), pages 14-26.
    13. W A Razzak, 2002. "Monetary policy and forecasting inflation with and without the output gap," Reserve Bank of New Zealand Discussion Paper Series DP2002/03, Reserve Bank of New Zealand.
    14. Fullerton, Thomas M., Jr. & White, Katherine & Smith, Wm. Doyle & Walke, Adam G., 2012. "An Empirical Analysis of Halifax Municipal Water Consumption," MPRA Paper 54113, University Library of Munich, Germany, revised 14 Mar 2013.
    15. W A Razzak, 2001. "Money in the era of inflation targeting," Reserve Bank of New Zealand Discussion Paper Series DP2001/02, Reserve Bank of New Zealand.
    16. Fullerton, Thomas M., Jr. & Mukhopadhyay, Somnath, 2013. "Border Region Bridge and Air Transport Predictability," MPRA Paper 59583, University Library of Munich, Germany, revised 11 Jul 2013.
    17. Sevda Yaprakli & Fatih Kaplan, 2015. "Re-examining of the Turkish Crude Oil Import Demand with Multi-structural Breaks Analysis in the Long Run Period," International Journal of Energy Economics and Policy, Econjournals, vol. 5(2), pages 402-407.
    18. Michael Funke & Sean Holly, 1992. "The determinants of West German exports of manufactures: An integrated demand and supply approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(3), pages 498-512, September.
    19. Thomas M. FULLERTON & Miguel MARTINEZ & Wm. Doyle SMITH & Adam WALKE, 2015. "Inflationary Dynamics in Guatemala," Journal of Economics and Political Economy, KSP Journals, vol. 2(4), pages 436-444, December.
    20. Fisher, Brian S., 1975. "Supply Response In The Wheat-Belt Of South-Eastern Australia: The Impact Of Delivery Quotas On Wheat Plantings," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 19(02), August.

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