AUTOREGRESSIVE MODELING OF CANADIAN MONEY AND INCOME DATA

被引:174
作者
HSIAO, C
机构
关键词
D O I
10.2307/2286972
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:553 / 560
页数:8
相关论文
共 26 条
[1]   FITTING AUTOREGRESSIVE MODELS FOR PREDICTION [J].
AKAIKE, H .
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1969, 21 (02) :243-&
[2]  
Akaike H., 1969, ANN I STATISTICAL MA, V22, P203
[3]  
Akaike H., 1970, ANN I STATISTICAL MA, V22, P163
[4]   ROLE OF MONEY IN CANADIAN ECONOMY - EMPIRICAL TEST [J].
BARTH, JR ;
BENNETT, JT .
CANADIAN JOURNAL OF ECONOMICS-REVUE CANADIENNE D ECONOMIQUE, 1974, 7 (02) :306-311
[5]  
Box GE., 1970, SAN FRANCISCO HOLDAN
[6]  
BRUNNER K, 1966, CREDIT MARKET THEORY
[7]   FEEDBACK BETWEEN STATIONARY STOCHASTIC-PROCESSES [J].
CAINES, PE ;
CHAN, CW .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1975, 20 (04) :498-508
[8]  
*CAN BANK, 1974, ANN REP
[9]  
*CAN BANK, 1970, ANN REP
[10]  
COURCHENE TJ, 1977, MONEY INFLATION BANK