Suchergebnisse

I: The Model and Methodology -- 1. Introduction -- 2. The Model -- 3. The Parameters and the Admissible Parameter Space -- 4. Analysis of Identification -- 5. A Remark on Estimation -- 6. An Example: Dynamic vs. Contemporaneous Models -- II: White-Noise Shock; White-Noise Exogenous Variables -- 1. The Case of One Exogenous Variable -- 2. The General Case -- 3. Some Examples and Conclusions -- III: Autocorrelated Shock; White-Noise Exogenous Variables. I. -- 1. Moving Average Process -- 2. Autorsgressive Process -- IV: Autocorrelated Shock; White-Noise Exogenous Variables. II. -- 1. Autoregressive-Moving Average Process -- V: Autocorrelated Exogenous Variables; White-Noise Shock -- 1. Some Examples -- 2. Moving Average Processes -- 3. Autoregressive-Moving Average Processes -- 4. Some Final Remarks -- VI: Autocorrelated Shock; Autocorrelated Exogenous Variables; The General Model -- 1. Autocorrelated Shock and Autocorrelated Exogenous Variables -- 2. The General Model -- VII: Some Extensions of the General Model -- 1. Correlation Between Exogenous Variables -- 2. Non Stationarity -- 3. A Priori Zero Restrictions in the Coefficients (Seasonal Models) -- 4. Autocorrelated Errors of Measurement -- VIII: Summary -- 2. An Example -- References.