Typologies of linear dynamic systems and models

被引：3

作者：

Hendry, DF ^{[1
]}

机构：

[1] UNIV OXFORD NUFFIELD COLL,OXFORD OX1 1NF,ENGLAND

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1996年 / 49卷 / 02期

基金：

英国经济与社会研究理事会;

关键词：

linear dynamic systems; cointegrated processes; model typology; econometric modelling;

D O I：

10.1016/0378-3758(95)00036-4

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：

Open and closed linear dynamic systems are formulated and considered for stationary and integrated data processes. A typology of linear dynamic systems is developed, extending that available for individual dynamic equations. Then an overlapping typology of models of these systems is examined and methods for analysing econometric models are described. General to simple modelling strategies are briefly considered.

引用

页码：177 / 201

页数：25

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