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Comparing alternative tests of causality in temporal systems : analytic results and experimental evidence
Geweke, John - In: Journal of econometrics 21 (1983) 2, pp. 161-194
Persistent link: https://www.econbiz.de/10002419840
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The dynamic factor analysis of economic timeseries models
Geweke, John - In: Latent variables in socio-economic models, (pp. 365-383). 1977
Persistent link: https://www.econbiz.de/10002419858
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A comparison of autoregressive univariate forecasting procedures for macroeconomic time series
Meese, Richard; Geweke, John - In: Journal of business & economic statistics : JBES ; a … 2 (1984) 3, pp. 191-200
Persistent link: https://www.econbiz.de/10002462817