AUTOREGRESSIVE MODELING AND MONEY-INCOME CAUSALITY DETECTION

[1] FITTING AUTOREGRESSIVE MODELS FOR PREDICTION [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1969, 21 (02) : 243 - &

[2] Akaike H., 1969, ANN I STATISTICAL MA, V22, P203

[3] Akaike H., 1970, ANN I STATISTICAL MA, V22, P163

[4] ON ASYMPTOTIC DISTRIBUTIONS OF ESTIMATES OF PARAMETERS OF STOCHASTIC DIFFERENCE-EQUATIONS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (03): : 676 - 687

[5] BRAINARD WC, 1968, AM ECON REV, V58, P99

[6] BRUNNER K, 1966, CREDIT MARKET THEORY

[7] CAGAN P, 1965, DETERMINANT EFFECTS

[8] FEEDBACK BETWEEN STATIONARY STOCHASTIC-PROCESSES [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1975, 20 (04) : 498 - 508

[9] CAINES PE, 1976, IEEE T AUTOMATIC CON, V21, P1137

[10] DAVIS RG, 1968, MONTHLY REV FEDE APR

[1] FITTING AUTOREGRESSIVE MODELS FOR PREDICTION [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1969, 21 (02) : 243 - &

[2] Akaike H., 1969, ANN I STATISTICAL MA, V22, P203

[3] Akaike H., 1970, ANN I STATISTICAL MA, V22, P163

[4] ON ASYMPTOTIC DISTRIBUTIONS OF ESTIMATES OF PARAMETERS OF STOCHASTIC DIFFERENCE-EQUATIONS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (03): : 676 - 687

[5] BRAINARD WC, 1968, AM ECON REV, V58, P99

[6] BRUNNER K, 1966, CREDIT MARKET THEORY

[7] CAGAN P, 1965, DETERMINANT EFFECTS

[8] FEEDBACK BETWEEN STATIONARY STOCHASTIC-PROCESSES [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1975, 20 (04) : 498 - 508

[9] CAINES PE, 1976, IEEE T AUTOMATIC CON, V21, P1137

[10] DAVIS RG, 1968, MONTHLY REV FEDE APR