Preliminary estimation of transfer function weights : a two-step regression approach
In economic time series modelling, dynamic relationships frequently have to be modelled where the explanatory variables influence the dependent variable over more than one period. Such dynamic relationships are found in business cycle forecasting with leading indicators, in marketing models describi...
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| Format: | Doctoral Thesis |
| Language: | English |
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Handelshögskolan i Stockholm, Ekonomisk Statistik (ES)
1989
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-755 http://nbn-resolving.de/urn:isbn:91-7258-291-X |