Dynamic specification. (English) Zbl 0586.62191

Hendry, David F.; Pagan, Adrian R.; Sargan, J. Denis

Handbook of econometrics, Vol. 2, Handb. Econ. 2, 1023-1100 (1984).

[For the entire collection see Zbl 0564.00016.]
Contents: 1. Introduction; 2. Data generation processes; 3. Finite distributed lags; 4. Infinite distributed lags; 5. Stochastic specification; 6. Dynamic specification in multi-equation models.

MSC:

62P20	Applications of statistics to economics
62-02	Research exposition (monographs, survey articles) pertaining to statistics

Keywords:

Data generation processes; Finite distributed lags; Infinite distributed lags; Stochastic specification; Dynamic specification; multi-equation models

Citations:

Zbl 0564.00016