Causality analysis and multivariate Autoregressive modelling with an application to supermarket sales analysis
- 1 November 1981
- journal article
- Published by Elsevier in Journal of Economic Dynamics and Control
- Vol. 3, 267-298
- https://doi.org/10.1016/0165-1889(81)90018-x
Abstract
No abstract availableKeywords
This publication has 21 references indexed in Scilit:
- Recursiveness, causality, and feedbackIEEE Transactions on Automatic Control, 1979
- ARMA system identification via the Cholesky least squares methodIEEE Transactions on Automatic Control, 1978
- Testing the exogeneity specification in the complete dynamic simultaneous equation modelJournal of Econometrics, 1978
- Weak and strong feedback free processesIEEE Transactions on Automatic Control, 1976
- Economically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy?Journal of Political Economy, 1976
- Feedback between stationary stochastic processesIEEE Transactions on Automatic Control, 1975
- A dynamic model of relationships among advertising, consumer awareness, attitudes, and behavior.Journal of Applied Psychology, 1974
- Statistical predictor identificationAnnals of the Institute of Statistical Mathematics, 1970
- Fitting autoregressive models for predictionAnnals of the Institute of Statistical Mathematics, 1969
- A Simultaneous Equation Regression Study of Advertising and Sales of CigarettesJournal of Marketing Research, 1969