AUTOREGRESSIVE TRANSFORMATION, TRENDED INDEPENDENT VARIABLES AND AUTOCORRELATED DISTURBANCE TERMS

被引：40

作者：

MAESHIRO, A ^{[1
]}

机构：

[1] UNIV PITTSBURGH,PITTSBURGH,PA 15213

来源：

关键词：

D O I：

10.2307/1935886

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：497 / 500

页数：4

共 12 条

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[3]

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[4]

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[5]

GRENANDER U, 1957, STATISTICAL ANALYSIS

[6] A TRANSFORMATION USED TO CIRCUMVENT PROBLEM OF AUTOCORRELATION [J].

KADIYALA, KR .

[7]

PRAIS SJ, UNPUBLISHED PAPER

[8]

RAO P, 1969, J AM STATISTICAL ASS, V64, P251

[9]

Theil H., 1971, PRINCIPLES ECONOMETR

[10]

*US BUR EC, SURV CURR BUS