THE EFFECTS ON FORECASTING OF AUTO-CORRELATED DISTURBANCE TERMS AND TRENDED INDEPENDENT VARIABLES

被引：2

作者：

SCHIEREN, GA

CARR, RP

机构：

[1] APPALACHIAN STATE UNIV, BOONE, NC 28607 USA

[2] UNIV ARKANSAS, LITTLE ROCK, AR 72204 USA

来源：

SOUTHERN ECONOMIC JOURNAL | 1982年 / 48卷 / 03期

关键词：

D O I：

10.2307/1058658

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：662 / 669

页数：8

共 21 条

[1] AUTOREGRESSIVE TRANSFORMATION, TRENDED INDEPENDENT VARIABLES AND AUTOCORRELATED DISTURBANCE TERMS
MAESHIRO, A
[J]. REVIEW OF ECONOMICS AND STATISTICS, 1976, 58 (04) : 497 - 500
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[3] SIMULATING AN AUTO-CORRELATED SEQUENCE OF RAYLEIGH VARIABLES
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[5] THE ESTIMATION OF RELATIONSHIPS WITH AUTO-CORRELATED RESIDUALS BY THE USE OF INSTRUMENTAL VARIABLES
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[6] MONETARY-POLICY RULES AND VARIANCES IN DIFFERENCE EQUATION MODELS CONTAINING AUTO-CORRELATED DISTURBANCE TERMS - COMMENT
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[J]. WELTWIRTSCHAFTLICHES ARCHIV-REVIEW OF WORLD ECONOMICS, 1981, 117 (03): : 574 - 577
[7] Compensation terms to improve fault detection in multivariate auto-correlated processes
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Kruger, Uwe
Irwin, George W.
[J]. 2005 44th IEEE Conference on Decision and Control & European Control Conference, Vols 1-8, 2005, : 3827 - 3831
[8] ESTIMATION OF REGRESSION-COEFFICIENTS IN THE PRESENCE OF SPATIALLY AUTO-CORRELATED ERROR TERMS
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[J]. REVIEW OF ECONOMICS AND STATISTICS, 1988, 70 (03) : 466 - 474
[9] ESTIMATORS FOR A SIMULTANEOUS EQUATION MODEL WITH LAGGED ENDOGENOUS VARIABLES AND AUTO-CORRELATED ERRORS
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FULLER, WA
[J]. COMMUNICATIONS IN STATISTICS PART B-SIMULATION AND COMPUTATION, 1982, 11 (02): : 123 - 142
[10] ESTIMATION OF SEEMINGLY UNRELATED REGRESSION WITH LAGGED DEPENDENT VARIABLES AND AUTO-CORRELATED ERRORS
WANG, GHK
HIDIROGLOU, M
FULLER, WA
[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1980, 10 (02) : 133 - 146

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