MEASURES OF CONDITIONAL LINEAR-DEPENDENCE AND FEEDBACK BETWEEN TIME-SERIES

被引：520

作者：

GEWEKE, JF ^{[1
]}

机构：

[1] UNIV WISCONSIN,ECON,MADISON,WI 53706

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1984年 / 79卷 / 388期

关键词：

D O I：

10.2307/2288723

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 [统计学]; 070103 [概率论与数理统计]; 0714 [统计学];

摘要：

引用

页码：907 / 915

页数：9

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