A two-step state space time series modeling method-Reference-Cited by-同舟云学术

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A two-step state space time series modeling method

Published:1989 Issue:8-9 Volume:17 Page:1165-1176
ISSN:0898-1221
Container-title:Computers & Mathematics with Applications
language:en
Short-container-title:Computers & Mathematics with Applications

Author:

Aoki M.

Publisher

Elsevier BV

Subject

Computational Mathematics,Computational Theory and Mathematics,Modelling and Simulation

Reference17 articles.

1. Co-integrated variables and error-correcting models;Granger;UCSD Discussion Paper 83-13a,1983

2. Trends and random walks in economic time series;Nelson;J. Monetary Econ.,1982

3. Trends and cycles in macroeconomic time series;Harvey;J. Business econ. Statist.,1985

4. The cyclical component of US economic activity;Clark;Stanford Graduate School of Business Working Paper No. 875,1986

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Labor Market and Cyclical Fluctuations;Applications of Computer Aided Time Series Modeling;1997

2. Estimation of Common Long-Memory Components in Cointegrated Systems;Journal of Business & Economic Statistics;1995-01

3. Analysis of US real GNP and unemployment interactions;Journal of Economic Dynamics and Control;1993-05

4. Structural Changes in the Real GNP Interdependence of the USA, West Germany, and Japan: 1970–1986;Economic Structural Change;1991

5. State space methods in asset pricing;Computers & Mathematics with Applications;1989

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