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Los modelos Arima, el estado de equilibrio en variables económicas y su estimación

Author

Listed:
  • Antoni Espasa

    (Banco de España)

  • Daniel Peña

    (Universidad Politécnica de Madrid)

Abstract

No abstract is available for this item.

Suggested Citation

  • Antoni Espasa & Daniel Peña, 1990. "Los modelos Arima, el estado de equilibrio en variables económicas y su estimación," Investigaciones Economicas, Fundación SEPI, vol. 14(2), pages 191-211, May.
    • Handle: RePEc:iec:inveco:v:14:y:1990:i:2:p:191-211
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    References listed on IDEAS

    as
    1. Robert Engle & Clive Granger, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    2. Zellner, Arnold & Palm, Franz, 1974. "Time series analysis and simultaneous equation econometric models," Journal of Econometrics, Elsevier, vol. 2(1), pages 17-54, May.
    3. Escribano, A. & , ., 1987. "Co-integration, time co-trends and error-correction systems: an alternative approach," LIDAM Discussion Papers CORE 1987015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. Wallis, Kenneth F, 1977. "Multiple Time Series Analysis and the Final Form of Econometric Models," Econometrica, Econometric Society, vol. 45(6), pages 1481-1497, September.
    Full references (including those not matched with items on IDEAS)

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