Time series analysis of residuals from the St. Louis model
- 30 November 1979
- journal article
- Published by Elsevier in Journal of Macroeconomics
- Vol. 1 (4) , 373-394
- https://doi.org/10.1016/0164-0704(79)90030-2
Abstract
No abstract availableKeywords
This publication has 12 references indexed in Scilit:
- Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation ApproachJournal of the American Statistical Association, 1976
- Autocorrelation and dynamic methodology with an application to wage determination modelsJournal of Econometrics, 1975
- Asymptotic properties of full information estimators in dynamic autoregressive simultaneous equation modelsJournal of Econometrics, 1974
- A test of the endogeneity of monetary policyJournal of Econometrics, 1974
- Spurious regressions in econometricsJournal of Econometrics, 1974
- St. Louis Model RevisitedInternational Economic Review, 1974
- Experience with Forecasting Univariate Time Series and the Combination of ForecastsJournal of the Royal Statistical Society. Series A (General), 1974
- Efficient Estimation of Simultaneous Equations with Auto-Regressive Errors by Instrumental VariablesThe Review of Economics and Statistics, 1972
- Some Implications of Endogenous Stabilization PolicyBrookings Papers on Economic Activity, 1972
- Investigating Causal Relations by Econometric Models and Cross-spectral MethodsEconometrica, 1969