AR Versus MA Disturbance Terms
Year of publication: |
2003-09-08
|
---|---|
Authors: | Carter, Richard ; Zellner, Arnold |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 3.2003, 21, p. 1-3
|
Publisher: |
AccessEcon |
-
The long-run Fisher effect: Can it be tested?
Jensen, Mark J., (2006)
-
The Maastricht criteria and the euro: Has the convergence continued?
Polasek, Wolfgang, (2003)
-
Easterlin, Richard A., (2013)
- More ...
-
AR versus MA disturbance terms
Carter, Richard, (2003)
-
The ARAR error model for univariate time series and distributed lag
Carter, Richard A. L., (2004)
-
The ARAR error model for univariate time series and distributed lag models
Carter, Richard A. L., (2002)
- More ...