AN APPLICATION OF THE SEASONAL FRACTIONALLY DIFFERENCED MODEL TO THE MONETARY AGGREGATES

被引:140
作者
PORTERHUDAK, S
机构
关键词
D O I
10.2307/2289769
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:338 / 344
页数:7
相关论文
共 13 条
[1]  
BOX GEP, 1970, TIME SERIES ANAL FOR
[2]   SENSITIVITY ANALYSIS OF SEASONAL ADJUSTMENTS - EMPIRICAL CASE STUDIES - COMMENTS [J].
CARLIN, JB ;
DEMPSTER, AP ;
PIERCE, DA ;
BELL, WR ;
CLEVELAND, WS ;
WATSON, MW ;
GEWEKE, J .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1989, 84 (405) :6-30
[3]   ON MODELS AND METHODS FOR BAYESIAN TIME-SERIES ANALYSIS [J].
CARLIN, JB ;
DEMPSTER, AP ;
JONAS, AB .
JOURNAL OF ECONOMETRICS, 1985, 30 (1-2) :67-90
[4]  
Geweke J., 1983, J TIME SER ANAL, V4, P221, DOI [DOI 10.1111/J.1467-9892.1983.TB00371.X, 10.1111/j.1467-9892.1983.tb00371.x]
[5]  
Granger C. W. J., 1980, Journal of Time Series Analysis, V1, P15, DOI 10.1111/j.1467-9892.1980.tb00297.x
[6]  
GRANGER CWJ, 1980, J ECONOMETRICS, V25, P227
[7]  
HIPEL LW, 1978, WATER RESOUR RES, V14, P517
[8]  
HOSKING JRM, 1981, BIOMETRIKA, V68, P165, DOI 10.1093/biomet/68.1.165
[9]  
JONAS AB, 1981, UNPUB LONG MEMORY SE
[10]  
KASHYAP RL, 1988, J TIME SER ANAL, V9, P35