Lead-Lag Relations, Exogeneity and Prediction of Economic Time Series

• 1 January 1979
• journal article
• Published by JSTOR in Econometrica
• Vol. 47  (1) , 101
• https://doi.org/10.2307/1912349

Abstract

Keywords

• LEAD LAG
• ECONOMIC TIME SERIES
• PREDICTION OF ECONOMIC
• LAG RELATIONS
• EXOGENEITY AND PREDICTION