Usefulness of linear transformation in multivariate time-series analysis
Year of publication: |
1993
|
---|---|
Authors: | Tiao, George C. |
Other Persons: | Tsay, Ruey S. (contributor) ; Wang, Taychang (contributor) |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 18.1993, 4, p. 567-593
|
Subject: | Zeitreihenanalyse | Time series analysis | Ökonometrie | Econometrics | Theorie | Theory |
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