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Volumn 17, Issue 2, 2001, Pages 424-450

The error term in the history of time series econometrics

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EID: 0035630782     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466601172063     Document Type: Article
Times cited : (23)

References (16)
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  • 3
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    • The monetary dynamics of hyperinflation
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    • Cagan, P. (1956) The monetary dynamics of hyperinflation. In M. Friedman (ed.), Studies in the Quantity Theory of Money, pp. 25-117. Chicago: University of Chicago Press.
    • (1956) Studies in the Quantity Theory of Money , pp. 25-117
    • Cagan, P.1
  • 4
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    • Testing the expectations theory of the term structure of interest rates using model-selection methods
    • Chao, J.C. & C.S. Chiao (1998) Testing the expectations theory of the term structure of interest rates using model-selection methods. Studies in Nonlinear Dynamics and Econometrics 12, 95-108.
    • (1998) Studies in Nonlinear Dynamics and Econometrics , vol.12 , pp. 95-108
    • Chao, J.C.1    Chiao, C.S.2
  • 5
    • 84947352928 scopus 로고
    • Application of least squares regression to relationships containing autocorrelated error terms
    • Cochrane, D. & G. Orcutt (1949) Application of least squares regression to relationships containing autocorrelated error terms. Journal of American Statistical Association 44, 32-61.
    • (1949) Journal of American Statistical Association , vol.44 , pp. 32-61
    • Cochrane, D.1    Orcutt, G.2
  • 6
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    • University of Chicago
    • Cowles Commission (1947) Five-Year Report 1942-46. University of Chicago.
    • (1947) Five-Year Report 1942-46
  • 8
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    • Testing for serial correlation in least squares regression: I
    • Durbin, J. & G.S. Watson (1950) Testing for serial correlation in least squares regression: I. Biometrica 37, 409-428.
    • (1950) Biometrica , vol.37 , pp. 409-428
    • Durbin, J.1    Watson, G.S.2
  • 9
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    • Propagation problems and impulse problems in dynamic economics
    • London: Allen and Unwin
    • Frisch, R. (1933) Propagation problems and impulse problems in dynamic economics. In Economic Essays in Honour of Gustav Cassel, pp. 171-205. London: Allen and Unwin.
    • (1933) Economic Essays in Honour of Gustav Cassel , pp. 171-205
    • Frisch, R.1
  • 11
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    • Statistical versus theoretical relations in economic macrodynamics
    • reproduced by University of Oslo in 1948 with Tinbergen's comments. Memorandum, Oslo. Also in D.F. Hendry & M.S. Morgan (eds.) (1995) Cambridge: Cambridge University Press
    • Frisch, R. (1938) Statistical versus Theoretical Relations in Economic Macrodynamics (reproduced by University of Oslo in 1948 with Tinbergen's comments). Memorandum, Oslo. Also in D.F. Hendry & M.S. Morgan (eds.) (1995) The Foundations of Econometric Analysis. Cambridge: Cambridge University Press.
    • (1938) The Foundations of Econometric Analysis
    • Frisch, R.1
  • 13
    • 0345648592 scopus 로고
    • Do economists test theories? Demand analysis and consumption analysis as tests of theories of economic methodology
    • N. de Marchi & M. Blaug (eds.), Cheltenham: Edward Elgar
    • Gilbert, C.L. (1991) Do economists test theories? Demand analysis and consumption analysis as tests of theories of economic methodology. In N. de Marchi & M. Blaug (eds.), Appraising Economic Theories: Studies in the Methodology of Research Programs, pp. 137-168, Cheltenham: Edward Elgar.
    • (1991) Appraising Economic Theories: Studies in the Methodology of Research Programs , pp. 137-168
    • Gilbert, C.L.1
  • 15
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    • Business cycle theory and econometrics
    • Gregory, A.W. & G.W. Smith (1995) Business cycle theory and econometrics. Economic Journal 105, 1597-1608.
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    • Gregory, A.W.1    Smith, G.W.2
  • 16
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    • The statistical implications of a system of simultaneous equations
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    • (1943) Econometrica , vol.11 , pp. 1-12
    • Haavelmo, T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.