Autoregressive modelling and money-income causality detection
作者： Cheng Hsiao
DOI: 10.1016/0304-3932(81)90053-2
关键词: Autoregressive model 、 Causal model 、 Bivariate analysis 、 Econometrics 、 Causality (physics) 、 Multivariate statistics 、 Economics 、 Spurious relationship 、 Variable (computer science) 、 Order (exchange)
摘要: … Neither shall we attempt to identify models based on … The other treats y as an exogenous variable. In order not to complicate the first stage system identification, we …
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