Identification in dynamic shock-error models. (English) Zbl 0396.62086
Lecture Notes in Economics and Mathematical Systems. 165. Berlin-Heidelberg-New York: Springer-Verlag. VIII, 158 p. DM 21.50; $ 11.90 (1979).
MSC:
| 62P20 | Applications of statistics to economics |
| 62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
