Lecture Notes in Economics and Mathematical Systems - Stochastic Dynamic Properties of Linear Econometric Models
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Published By Springer Berlin Heidelberg

9783540102403, 9783642953798

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Summary

Lecture Notes in Economics and Mathematical Systems - Stochastic Dynamic Properties of Linear Econometric Models ◽

10.1007/978-3-642-95379-8_5 ◽

1980 ◽

pp. 121-123

Author(s):

Jürgen Wolters

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Spectral Representation of a Linear Dynamic Econometric Model with Stochastic Coefficients

Lecture Notes in Economics and Mathematical Systems - Stochastic Dynamic Properties of Linear Econometric Models ◽

10.1007/978-3-642-95379-8_3 ◽

1980 ◽

pp. 58-99 ◽

Author(s):

Jürgen Wolters

Keyword(s):

Spectral Representation ◽

Econometric Model ◽

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Spectral Representation of the Linear Dynamic Model with Constant Coefficients

Lecture Notes in Economics and Mathematical Systems - Stochastic Dynamic Properties of Linear Econometric Models ◽

10.1007/978-3-642-95379-8_2 ◽

1980 ◽

pp. 9-57

Author(s):

Jürgen Wolters

Keyword(s):

Dynamic Model ◽

Spectral Representation ◽

Linear Dynamic ◽

Constant Coefficients

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The Linear Dynamic Econometric Model

Lecture Notes in Economics and Mathematical Systems - Stochastic Dynamic Properties of Linear Econometric Models ◽

10.1007/978-3-642-95379-8_1 ◽

1980 ◽

pp. 1-8 ◽

Author(s):

Jürgen Wolters

Keyword(s):

Econometric Model ◽

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Effects of Exogenous Variables on the Cyclic Properties of an Econometric Model

Lecture Notes in Economics and Mathematical Systems - Stochastic Dynamic Properties of Linear Econometric Models ◽

10.1007/978-3-642-95379-8_4 ◽

1980 ◽

pp. 100-120

Author(s):

Jürgen Wolters

Keyword(s):

Econometric Model ◽

Exogenous Variables

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