A time series approach to econometric models of Taiwan's economy

Statistica Sinica

Volumn 8, Issue 4, 1998, Pages 991-1044

  Tiao, G C ^a   Tsay, R S ^a   Man, K S ^a   Chu, Y J ^a   Xu, K K ^a   Chen, C ^b   Lin, J L ^c,f   Hsu, C M ^d   Lin, C F ^d   Mao, C S ^e   Ho, C S ^e   Liou, R W ^e   Yang, Y F ^e  

^a UNIVERSITY OF CHICAGO   (United States)

^b SYRACUSE UNIVERSITY   (United States)

^c ACADEMIA SINICA   (Taiwan)

^d NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^e Acco and Stat ^*

^f INSTITUTE OF ECONOMICS   (Taiwan)

Author keywords

ARIMA; Out of sample forecast; Outlier; Residual dynamic; Structural model; Taiwan macro econometric time series model

Indexed keywords

EID: 0542448388     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (15)

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