Similar Search Results

Narrow search

Analysis of economic time series by Box-Jenkins and related techniques

Nerlove, Marc - 1971

Persistent link: https://www.econbiz.de/10003639576

Partitioning of time series using dummy variable regression analysis

Norsworthy, J. R.; Tierney, David F. - In: Proceedings of the Business and Economic Statistics … (1972), pp. 407-412

Persistent link: https://www.econbiz.de/10003641685

Observations on "spectral analysis of short series

Neave, Henry R. - In: Journal of the Royal Statistical Society 135 (1972) 3, pp. 393-405

Persistent link: https://www.econbiz.de/10003642078

Testing for granger (non-) causality in a time varying coefficient VAR model

Christopulos, Dēmētrēs K. (contributor); … - 2008

In this paper we propose Granger (non-)causality tests based on a VAR model allowing for time-varying coefficients. The functional form of the time-varying coefficients is a Logistic Smooth Transition Autoregressive (LSTAR) model using time as the transition variable. The model allows for...