A NOTE ON IDENTIFICATION OF MULTIVARIATE TIME-SERIES MODELS

被引:6
作者
MARAVALL, A
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D O I
10.1016/0304-4076(81)90110-X
中图分类号
F [经济];
学科分类号
02 ;
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页码:237 / 247
页数:11
相关论文
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HAUGH, LD ;
BOX, GEP .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1977, 72 (357) :121-130
[3]  
HAUGH LD, 1972, THESIS U WISCONSIN M
[4]  
JENKINS GM, 1979, FORECASTING
[5]  
TIAO GC, 1979, 582 U WISC DEP STAT
[6]  
Zellner A., 1974, J ECONOMETRICS, V2, P17, DOI [10.1016/0304-4076(74)90028-1, DOI 10.1016/0304-4076(74)90028-1]