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Published:1977-03 Issue:357 Volume:72 Page:23-24
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Sims Christopher A.

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/01621459.1977.10479901

Reference5 articles.

1. Generalized Least Squares with an Estimated Autocovariance Matrix

2. Feedback between stationary stochastic processes

3. Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables

4. The estimation of a lagged regression relation

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1. The Media Mix Aggregation Problem: A Transfer Function Approach;Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration;2009-04-08

2. Dynamic Relationship of Weekly Prices In the United States Beef and Pork Marketing Channels;Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie;2008-11-13

3. The 'Derived' Moving-Average Model and its Role in Causality - Financial and Economic Forecasting (chapter 5);SSRN Electronic Journal;2003

4. Causal Analysis of the Major Factor Influencing the Euro and Its Impact on the Hong Kong Stock Market;SSRN Electronic Journal;2001

5. Price Discovery in the Egg Industry;Agricultural and Resource Economics Review;1997-04

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