ON THE STATISTICAL TREATMENT OF LINEAR STOCHASTIC DIFFERENCE EQUATIONS

被引：373

作者：

Mann, H. B.

Wald, A.

机构：

来源：

ECONOMETRICA | 1943年 / 11卷 / 3-4期

关键词：

D O I：

10.2307/1905674

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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页码：173 / 220

页数：48

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[1] Distribution of the serial correlation coefficient
Anderson, RL
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 1 - 13
[2] Probability and statistics
Doob, J. L.
[J]. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1934, 36 (1-4) : 759 - 775
[3] THE STATISTICAL IMPLICATIONS OF A SYSTEM OF SIMULTANEOUS EQUATIONS
Haavelmo, Trygve
[J]. ECONOMETRICA, 1943, 11 (01) : 1 - 12
[4] Serial correlation and quadratic forms in normal variables
Koopmans, T
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 14 - 33