Autocorrelation Methods in Regression Models

Tomas Cipra ()
Additional contact information
Tomas Cipra: Charles University, Faculty of Mathematics and Physics

Chapter Chapter 7 in Time Series in Economics and Finance, 2020, pp 175-195 from Springer

Abstract: Abstract Box–Jenkins methodology is often applied in the context of so-called dynamic regression models with dynamics of explanatory variables on the right-hand side of model (including lagged values of the explained variable y from the left-hand side of model) and the residual component u with a dynamic correlation structure (including ARMA structure), e.g.,

Date: 2020
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-46347-2_7

Ordering information: This item can be ordered from
http://www.springer.com/9783030463472

DOI: 10.1007/978-3-030-46347-2_7

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().