-
1
-
-
0003538382
-
The Statistical Analysis of Time Series.
-
Wiley, New York
-
Anderson, T.W. (1971). The Statistical Analysis of Time Series. Wiley, New York.
-
(1971)
-
-
Anderson, T.W.1
-
2
-
-
0004311217
-
Time Series Analysis: Forecasting and Control, revised edn 1976.
-
Holden-Day, San Francisco
-
Box, G.E.P., and G.M. Jenkins (1970). Time Series Analysis: Forecasting and Control, revised edn 1976. Holden-Day, San Francisco.
-
(1970)
-
-
Box, G.E.P.1
Jenkins, G.M.2
-
3
-
-
84947352928
-
Application of least-squares regression to relationships containing autocorrelated error terms.
-
Cochrane, D., and G.H. Orcutt (1949). Application of least-squares regression to relationships containing autocorrelated error terms. Journal of the American Statistical Association 44, 32-61.
-
(1949)
Journal of the American Statistical Association
, vol.44
, pp. 32-61
-
-
Cochrane, D.1
Orcutt, G.H.2
-
4
-
-
0003635393
-
Random Variables and Probability Distributions.
-
Cambridge: Cambridge University Press
-
Cramer, H. (1937). Random Variables and Probability Distributions. Cambridge: Cambridge University Press.
-
(1937)
-
-
Cramer, H.1
-
5
-
-
0003965894
-
The Analysis of Economic Time Series.
-
The Principia Press, Indiana
-
Davis, T.H. (1941). The Analysis of Economic Time Series. Cowles Commission Monograph No. 6, The Principia Press, Indiana.
-
(1941)
Cowles Commission Monograph No. 6
-
-
Davis, T.H.1
-
6
-
-
0004170218
-
Distributed Lags: Problems of Estimation and Formulation.
-
Edinburgh: Oliver and Boyd
-
Dhrymes, P.J. (1971). Distributed Lags: Problems of Estimation and Formulation. Edinburgh: Oliver and Boyd.
-
(1971)
-
-
Dhrymes, P.J.1
-
7
-
-
85036258669
-
Distribution of the estimators for autoregressive time series with a unit root.
-
Dickey, D.A., and W.A. Fuller (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association 74, 427-31.
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 427-431
-
-
Dickey, D.A.1
Fuller, W.A.2
-
8
-
-
0000472488
-
Likelihood ratio statistics for autoregressive time series with a unit root.
-
Dickey, D.A., and W.A. Fuller (1981). Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica 49, 1057-72.
-
(1981)
Econometrica
, vol.49
, pp. 1057-1072
-
-
Dickey, D.A.1
Fuller, W.A.2
-
9
-
-
78650014134
-
Testing for serial correlation in least squares regression I Biometrika
-
Durbin, J., and G.S. Watson (1950). Testing for serial correlation in least squares regression I Biometrika 37, 409-28.
-
(1950)
, vol.37
, pp. 409-428
-
-
Durbin, J.1
Watson, G.S.2
-
10
-
-
30244459245
-
Testing for serial correlation in least squares regression (ii) Biometrika
-
Durbin, J., and G.S. Watson (1951). Testing for serial correlation in least squares regression II Biometrika 38, 159-78.
-
(1951)
, vol.38
, pp. 159-178
-
-
Durbin, J.1
Watson, G.S.2
-
11
-
-
0000013567
-
Cointegration and error-correction representation: estimation and testing.
-
Engle, R.F., and C.W.J. Granger (1987). Cointegration and error-correction representation: estimation and testing. Econometrica 55, 251-76.
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
12
-
-
0001945279
-
Propagation problems and impulse problems in dynamic economics.
-
London: Macmillan
-
Frisch, R. (1933). Propagation problems and impulse problems in dynamic economics. In Economic Essays in Honor of Gustav Cassel. London: Macmillan.
-
(1933)
In Economic Essays in Honor of Gustav Cassel.
-
-
Frisch, R.1
-
13
-
-
0018872157
-
Long memory relationships and the aggregation of dynamic models.
-
Granger, C.W.J. (1980). Long memory relationships and the aggregation of dynamic models. Journal of Econometrics 14, 227-38.
-
(1980)
Journal of Econometrics
, vol.14
, pp. 227-238
-
-
Granger, C.W.J.1
-
14
-
-
0012706479
-
Cointegrated variables and error-correcting models.
-
Granger, C.W.J. (1983). Cointegrated variables and error-correcting models. UCSD discussion paper 83-13.
-
(1983)
UCSD discussion paper
, pp. 83-13
-
-
Granger, C.W.J.1
-
15
-
-
0004049006
-
Modelling Economic Series: Readings on the Methodology of Econometric Modeling.
-
Oxford: Oxford University Press
-
Granger, C.W.J. (ed.) (1990). Modelling Economic Series: Readings on the Methodology of Econometric Modeling. Oxford: Oxford University Press.
-
(1990)
-
-
Granger, C.W.J.1
-
17
-
-
0003664106
-
Forecasting Economic Time Series.
-
London: Academic Press
-
Granger, C.W.J., and P. Newbold (1977). Forecasting Economic Time Series. London: Academic Press.
-
(1977)
-
-
Granger, C.W.J.1
Newbold, P.2
-
18
-
-
0003978170
-
Modelling Nonlinear Economic relationships.
-
Oxford: Oxford University Press
-
Granger, C.W.J., and T. Teräsvirta (1993). Modelling Nonlinear Economic relationships. Oxford: Oxford University Press.
-
(1993)
-
-
Granger, C.W.J.1
Teräsvirta, T.2
-
19
-
-
0003410290
-
Time Series Analysis.
-
New Jersey: Princeton University Press
-
Hamilton, J.D. (1994). Time Series Analysis. New Jersey: Princeton University Press.
-
(1994)
-
-
Hamilton, J.D.1
-
20
-
-
0003886066
-
Econometrics: Alchemy or Science?.
-
Oxford: Blackwell
-
Hendry, D.F. (1993). Econometrics: Alchemy or Science?. Oxford: Blackwell.
-
(1993)
-
-
Hendry, D.F.1
-
21
-
-
0000900645
-
Serial correlation as a convenient simplification not a nuisance: a comment on a study of the demand for money by the Bank of England.
-
Hendry, D.F., and G.E. Mizon (1978). Serial correlation as a convenient simplification not a nuisance: a comment on a study of the demand for money by the Bank of England. Economic Journal 88, 549-63.
-
(1978)
Economic Journal
, vol.88
, pp. 549-563
-
-
Hendry, D.F.1
Mizon, G.E.2
-
22
-
-
0011380993
-
The Foundations of Economic Analysis: An Introduction.
-
New York: Cambridge University Press
-
Hendry, D.F., and M.S. Morgan (1995). The Foundations of Economic Analysis: An Introduction. New York: Cambridge University Press.
-
(1995)
-
-
Hendry, D.F.1
Morgan, M.S.2
-
23
-
-
0003418844
-
I.J. Bieyname: Statistical Theory Anticipated.
-
New York: Springer-Verlag
-
Heyde, C.C., and E. Seneta (1977). I.J. Bieyname: Statistical Theory Anticipated. New York: Springer-Verlag.
-
(1977)
-
-
Heyde, C.C.1
Seneta, E.2
-
24
-
-
0343228022
-
Correlation of the marriage rate with trade.
-
Hooker, R. (1901). Correlation of the marriage rate with trade. Journal of the Royal Statistical Society 64, 485-603.
-
(1901)
Journal of the Royal Statistical Society
, vol.64
, pp. 485-603
-
-
Hooker, R.1
-
25
-
-
0343663653
-
On the correlation of successive observations: illustrated by corn prices.
-
Hooker, R. (1905). On the correlation of successive observations: illustrated by corn prices. Journal of the Royal Statistical Society 68, 696-703.
-
(1905)
Journal of the Royal Statistical Society
, vol.68
, pp. 696-703
-
-
Hooker, R.1
-
26
-
-
0000158117
-
Estimation and hypothesis testing of cointegrating vectors in Gaussian vector autoregressive models.
-
Johansen, S. (1991). Estimation and hypothesis testing of cointegrating vectors in Gaussian vector autoregressive models. Econometrica 59, 1551-81.
-
(1991)
Econometrica
, vol.59
, pp. 1551-1581
-
-
Johansen, S.1
-
27
-
-
0039564722
-
Selle successioni stazioarie di eventi.
-
Khinchine, A.Y. (1932). Selle successioni stazioarie di eventi. Giorn. Ist. Ital. Attuari 3, 267-74.
-
(1932)
Giorn. Ist. Ital. Attuari
, vol.3
, pp. 267-274
-
-
Khinchine, A.Y.1
-
30
-
-
0000429129
-
On the statistical treatment of linear stochastic difference equations.
-
Mann, H.B. and A. Wald (1943). On the statistical treatment of linear stochastic difference equations. Econometrica 11, 173-220.
-
(1943)
Econometrica
, vol.11
, pp. 173-220
-
-
Mann, H.B.1
Wald, A.2
-
31
-
-
0004351497
-
Economic Cycles: Their Law and Cause.
-
New York: Macmillan
-
Moore, H.L. (1914). Economic Cycles: Their Law and Cause. New York: Macmillan.
-
(1914)
-
-
Moore, H.L.1
-
32
-
-
49049143455
-
Trends and random walks in macro-economic time series: some evidence and implications.
-
Nelson, C.R., and C.I. Plosser (1982). Trends and random walks in macro-economic time series: some evidence and implications. Journal of Monetary Economics 10, 139-62.
-
(1982)
Journal of Monetary Economics
, vol.10
, pp. 139-162
-
-
Nelson, C.R.1
Plosser, C.I.2
-
33
-
-
33847584703
-
Statistical Studies in the New York Money Market.
-
New York: Macmillan
-
Norton, J. (1902). Statistical Studies in the New York Money Market. New York: Macmillan.
-
(1902)
-
-
Norton, J.1
-
34
-
-
33745248740
-
Understanding spurious regression in econometrics.
-
Phillips, P.C.B. (1986). Understanding spurious regression in econometrics. Journal of Econometrics 33, 311- 40.
-
(1986)
Journal of Econometrics
, vol.33
, pp. 311-340
-
-
Phillips, P.C.B.1
-
35
-
-
0000308535
-
Time series regressions with a unit root.
-
Phillips, P.C.B. (1987). Time series regressions with a unit root. Econometrica 55, 227-301.
-
(1987)
Econometrica
, vol.55
, pp. 227-301
-
-
Phillips, P.C.B.1
-
36
-
-
0000880923
-
Optimal inference in cointegrating systems.
-
Phillips, P.C.B. (1991). Optimal inference in cointegrating systems. Econometrica 59, 283-306.
-
(1991)
Econometrica
, vol.59
, pp. 283-306
-
-
Phillips, P.C.B.1
-
38
-
-
0004284486
-
Selected Works of A.N. Kolmogorov, vol. II: Probability Theory and Mathematical Statistics.
-
Dordrecht: Kluwer
-
Shiryayev, A.N. (ed.) (1992). Selected Works of A.N. Kolmogorov, vol. II: Probability Theory and Mathematical Statistics. Dordrecht: Kluwer.
-
(1992)
-
-
Shiryayev, A.N.1
-
39
-
-
0000997472
-
Macroeconomics and reality.
-
Sims, C.A. (1980). Macroeconomics and reality. Econometrica 48, 1-48.
-
(1980)
Econometrica
, vol.48
, pp. 1-48
-
-
Sims, C.A.1
-
40
-
-
84954233373
-
The summation of random causes as the source of cyclic processes (in Russian)
-
Slutsky, E. (1927). The summation of random causes as the source of cyclic processes (in Russian); English translation in Econometrica 5, (1937).
-
(1927)
English translation in Econometrica
, vol.5
-
-
Slutsky, E.1
-
41
-
-
0003983798
-
Statistical Foundations of Econometric Modelling.
-
Cambridge: Cambridge University Press
-
Spanos, A. (1986). Statistical Foundations of Econometric Modelling. Cambridge: Cambridge University Press.
-
(1986)
-
-
Spanos, A.1
-
42
-
-
33645878456
-
Error autocorrelation revisited: the AR(1) case.
-
Spanos, A. (1987). Error autocorrelation revisited: the AR(1) case. Econometric Reviews 6, 285-94.
-
(1987)
Econometric Reviews
, vol.6
, pp. 285-294
-
-
Spanos, A.1
-
43
-
-
0040526854
-
Unit roots and their dependence of the conditioning information set.
-
Spanos, A. (1990). Unit roots and their dependence of the conditioning information set. Advances in Econometrics 8, 271-92.
-
(1990)
Advances in Econometrics
, vol.8
, pp. 271-292
-
-
Spanos, A.1
-
44
-
-
0346978416
-
On normality and the linear regression model.
-
Spanos, A. (1995). On normality and the linear regression model. Econometric Reviews 14, 195-203.
-
(1995)
Econometric Reviews
, vol.14
, pp. 195-203
-
-
Spanos, A.1
-
45
-
-
0003655205
-
Probability Theory and Statistical Inference: Econometric Modeling with Observational Data.
-
Cambridge: Cambridge University Press
-
Spanos, A. (1999). Probability Theory and Statistical Inference: Econometric Modeling with Observational Data. Cambridge: Cambridge University Press.
-
(1999)
-
-
Spanos, A.1
-
47
-
-
84936332868
-
The History of Statistics: the Measurement of Uncertainty before 1900
-
Cambridge, MA: Harvard University Press
-
Stigler, S.M. (1986). The History of Statistics: the Measurement of Uncertainty before 1900, Cambridge, MA: Harvard University Press.
-
(1986)
-
-
Stigler, S.M.1
-
48
-
-
0004086787
-
A Study in the Analysis of Stationary Time Series (revised 1954)
-
Uppsala: Almquist and Wicksell
-
Wold, H.O. (1938). A Study in the Analysis of Stationary Time Series (revised 1954) Uppsala: Almquist and Wicksell.
-
(1938)
-
-
Wold, H.O.1
-
50
-
-
0002515465
-
Why do we sometimes get nonsense correlations between time series - a study in sampling and the nature of time series.
-
Yule, G.U. (1926). Why do we sometimes get nonsense correlations between time series - a study in sampling and the nature of time series. Journal of the Royal Statistical Society 89, 1-64.
-
(1926)
Journal of the Royal Statistical Society
, vol.89
, pp. 1-64
-
-
Yule, G.U.1
-
51
-
-
0001634204
-
On a method of investigating periodicities in disturbed series, with special reference to Wolfer's sunspot numbers.
-
Yule, G.U. (1927). On a method of investigating periodicities in disturbed series, with special reference to Wolfer's sunspot numbers. Philosophical Transactions of the Royal Society series A, 226, 267-98.
-
(1927)
Philosophical Transactions of the Royal Society series A
, vol.226
, pp. 267-298
-
-
Yule, G.U.1
|