Multiple Time Series Modeling and Extended Sample Cross-Correlations

• 1 January 1983
• journal article
• Published by JSTOR in Journal of Business & Economic Statistics
• Vol. 1  (1) , 43
• https://doi.org/10.2307/1391772

Abstract

Keywords

• EXTENDED SAMPLE
• SAMPLE CROSS
• CROSS CORRELATIONS
• SERIES MODELING
• MULTIPLE TIME SERIES