On the properties typical of economic time series
This paper summarizes the results of econometric time-series analysis performed by the author and colleagues over the last seven years, using the Box-Jenkins approach in interaction with Economic Theory. Typical univariate properties, typical data anomalies and typical relationships are described. C...
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 1984 |
| País: | España |
| Institución: | Universitat Politècnica de Catalunya (UPC) |
| Repositorio: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | inglés |
| OAI Identifier: | oai:upcommons.upc.edu:2099/4421 |
| Acceso en línea: | https://hdl.handle.net/2099/4421 |
| Access Level: | acceso abierto |
| Palabra clave: | Mathematical economics Box-Jenkins Data anomalies Economic theory Matemàtica financera Classificació AMS::91 Game theory, economics, social and behavioral sciences::91B Mathematical economics |
| Sumario: | This paper summarizes the results of econometric time-series analysis performed by the author and colleagues over the last seven years, using the Box-Jenkins approach in interaction with Economic Theory. Typical univariate properties, typical data anomalies and typical relationships are described. Common practice in Econometrics is criticized and certain aspects of Economic Theory are discussed. |
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