On the properties typical of economic time series.

Treadway, Arthur B.. "On the properties typical of economic time series.." Qüestiió 8.1 (1984): 21-38. <http://eudml.org/doc/40027>.

@article{Treadway1984,
abstract = {This paper summarizes the results of econometric time-series analysis performed by the author and colleagues over the last seven years, using the Box-Jenkins approach in interaction with Economic Theory. Typical univariate properties, typical data anomalies and typical relationships are described. Common practice in Econometrics is criticized and certain aspects of Economic Theory are discussed.},
author = {Treadway, Arthur B.},
journal = {Qüestiió},
keywords = {Series temporales; Modelo ARMA; Economía; Modelos},
language = {eng},
number = {1},
pages = {21-38},
title = {On the properties typical of economic time series.},
url = {http://eudml.org/doc/40027},
volume = {8},
year = {1984},
}

TY - JOUR
AU - Treadway, Arthur B.
TI - On the properties typical of economic time series.
JO - Qüestiió
PY - 1984
VL - 8
IS - 1
SP - 21
EP - 38
AB - This paper summarizes the results of econometric time-series analysis performed by the author and colleagues over the last seven years, using the Box-Jenkins approach in interaction with Economic Theory. Typical univariate properties, typical data anomalies and typical relationships are described. Common practice in Econometrics is criticized and certain aspects of Economic Theory are discussed.
LA - eng
KW - Series temporales; Modelo ARMA; Economía; Modelos
UR - http://eudml.org/doc/40027
ER -