学术探索
学术期刊
新闻热点
数据分析
智能评审
立即登录
A NEW APPROACH TO THE ECONOMIC-ANALYSIS OF NONSTATIONARY TIME-SERIES AND THE BUSINESS-CYCLE
被引:4445
作者
:
HAMILTON, JD
论文数:
0
引用数:
0
h-index:
0
HAMILTON, JD
机构
:
来源
:
ECONOMETRICA
|
1989年
/ 57卷
/ 02期
关键词
:
D O I
:
10.2307/1912559
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:357 / 384
页数:28
相关论文
共 45 条
[11]
THE CYCLICAL COMPONENT OF UNITED-STATES ECONOMIC-ACTIVITY
CLARK, PK
论文数:
0
引用数:
0
h-index:
0
CLARK, PK
[J].
QUARTERLY JOURNAL OF ECONOMICS,
1987,
102
(04)
: 797
-
814
[12]
HOW BIG IS THE RANDOM-WALK IN GNP
COCHRANE, JH
论文数:
0
引用数:
0
h-index:
0
COCHRANE, JH
[J].
JOURNAL OF POLITICAL ECONOMY,
1988,
96
(05)
: 893
-
920
[13]
COCHRANE JH, 1987, SPECTRAL DENSITY EST
[14]
SERIAL-CORRELATION IN LATENT DISCRETE VARIABLE MODELS
COSSLETT, SR
论文数:
0
引用数:
0
h-index:
0
COSSLETT, SR
LEE, LF
论文数:
0
引用数:
0
h-index:
0
LEE, LF
[J].
JOURNAL OF ECONOMETRICS,
1985,
27
(01)
: 79
-
97
[15]
HYPOTHESIS TESTING WHEN A NUISANCE PARAMETER IS PRESENT ONLY UNDER ALTERNATIVE
DAVIES, RB
论文数:
0
引用数:
0
h-index:
0
机构:
DEPT SCI & IND RES, APPL MATH DIV, WELLINGTON, NEW ZEALAND
DEPT SCI & IND RES, APPL MATH DIV, WELLINGTON, NEW ZEALAND
DAVIES, RB
[J].
BIOMETRIKA,
1977,
64
(02)
: 247
-
254
[16]
DEATON AS, 1987, 4TH WORLD C, V2, P121
[17]
DIEBOLD FX, 1987, 206 FED RES BOARD SP
[18]
ESTIMATING TIME-VARYING RISK PREMIA IN THE TERM STRUCTURE - THE ARCH-M MODEL
ENGLE, RF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF IRVINE,DEPT ECON,IRVINE,CA 92717
ENGLE, RF
LILIEN, DM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF IRVINE,DEPT ECON,IRVINE,CA 92717
LILIEN, DM
ROBINS, RP
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF IRVINE,DEPT ECON,IRVINE,CA 92717
ROBINS, RP
[J].
ECONOMETRICA,
1987,
55
(02)
: 391
-
407
[19]
AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY WITH ESTIMATES OF THE VARIANCE OF UNITED-KINGDOM INFLATION
ENGLE, RF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV LONDON LONDON SCH ECON & POLIT SCI,LONDON WC2A 2AE,ENGLAND
UNIV LONDON LONDON SCH ECON & POLIT SCI,LONDON WC2A 2AE,ENGLAND
ENGLE, RF
[J].
ECONOMETRICA,
1982,
50
(04)
: 987
-
1007
[20]
COINTEGRATION AND ERROR CORRECTION - REPRESENTATION, ESTIMATION, AND TESTING
ENGLE, RF
论文数:
0
引用数:
0
h-index:
0
ENGLE, RF
GRANGER, CWJ
论文数:
0
引用数:
0
h-index:
0
GRANGER, CWJ
[J].
ECONOMETRICA,
1987,
55
(02)
: 251
-
276
←
1
2
3
4
5
→
共 45 条
[11]
THE CYCLICAL COMPONENT OF UNITED-STATES ECONOMIC-ACTIVITY
CLARK, PK
论文数:
0
引用数:
0
h-index:
0
CLARK, PK
[J].
QUARTERLY JOURNAL OF ECONOMICS,
1987,
102
(04)
: 797
-
814
[12]
HOW BIG IS THE RANDOM-WALK IN GNP
COCHRANE, JH
论文数:
0
引用数:
0
h-index:
0
COCHRANE, JH
[J].
JOURNAL OF POLITICAL ECONOMY,
1988,
96
(05)
: 893
-
920
[13]
COCHRANE JH, 1987, SPECTRAL DENSITY EST
[14]
SERIAL-CORRELATION IN LATENT DISCRETE VARIABLE MODELS
COSSLETT, SR
论文数:
0
引用数:
0
h-index:
0
COSSLETT, SR
LEE, LF
论文数:
0
引用数:
0
h-index:
0
LEE, LF
[J].
JOURNAL OF ECONOMETRICS,
1985,
27
(01)
: 79
-
97
[15]
HYPOTHESIS TESTING WHEN A NUISANCE PARAMETER IS PRESENT ONLY UNDER ALTERNATIVE
DAVIES, RB
论文数:
0
引用数:
0
h-index:
0
机构:
DEPT SCI & IND RES, APPL MATH DIV, WELLINGTON, NEW ZEALAND
DEPT SCI & IND RES, APPL MATH DIV, WELLINGTON, NEW ZEALAND
DAVIES, RB
[J].
BIOMETRIKA,
1977,
64
(02)
: 247
-
254
[16]
DEATON AS, 1987, 4TH WORLD C, V2, P121
[17]
DIEBOLD FX, 1987, 206 FED RES BOARD SP
[18]
ESTIMATING TIME-VARYING RISK PREMIA IN THE TERM STRUCTURE - THE ARCH-M MODEL
ENGLE, RF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF IRVINE,DEPT ECON,IRVINE,CA 92717
ENGLE, RF
LILIEN, DM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF IRVINE,DEPT ECON,IRVINE,CA 92717
LILIEN, DM
ROBINS, RP
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF IRVINE,DEPT ECON,IRVINE,CA 92717
ROBINS, RP
[J].
ECONOMETRICA,
1987,
55
(02)
: 391
-
407
[19]
AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY WITH ESTIMATES OF THE VARIANCE OF UNITED-KINGDOM INFLATION
ENGLE, RF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV LONDON LONDON SCH ECON & POLIT SCI,LONDON WC2A 2AE,ENGLAND
UNIV LONDON LONDON SCH ECON & POLIT SCI,LONDON WC2A 2AE,ENGLAND
ENGLE, RF
[J].
ECONOMETRICA,
1982,
50
(04)
: 987
-
1007
[20]
COINTEGRATION AND ERROR CORRECTION - REPRESENTATION, ESTIMATION, AND TESTING
ENGLE, RF
论文数:
0
引用数:
0
h-index:
0
ENGLE, RF
GRANGER, CWJ
论文数:
0
引用数:
0
h-index:
0
GRANGER, CWJ
[J].
ECONOMETRICA,
1987,
55
(02)
: 251
-
276
←
1
2
3
4
5
→