Extensions of Quenouille’s Test for Autoregressive Schemes
自回归模型中 Quenouille 检验的扩展
M. S. Bartlett, P. H. Diananda; Extensions of Quenouille’s Test for Autoregressive Schemes, Journal of the Royal Statistical Society Series B: Statistical
日期精度:到日 12 篇 · 到月 16 篇 · 到年 6 篇
自回归模型中 Quenouille 检验的扩展
M. S. Bartlett, P. H. Diananda; Extensions of Quenouille’s Test for Autoregressive Schemes, Journal of the Royal Statistical Society Series B: Statistical
关于从时间序列统计估计供需关系的札记
IN A discussion in this Journal of the estimation from time series of economic relations such as demand and supply equations, G. Tintner developed a technique based on multivariate methods of statistical analysis, the economic relations being identified with the linear relations existing (within the limits of observational error) among the economic variables considered. In the present note a more precise analysis of the same type is adopted in which some of the limitations…