Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England.

作者: David F. Hendry , Grayham E. Mizon

DOI: 10.2307/2232053

关键词: EconomicsNuisanceAutocorrelationEconometricsDemand for money

摘要:

参考文章(1)
George Edward Pelham Box, Gwilym M. Jenkins, Time series analysis, forecasting and control ,(1970)