On the properties typical of economic time series

dc.contributor.author	Treadway, Arthur B.
dc.date.accessioned	2008-02-29T12:15:36Z
dc.date.available	2008-02-29T12:15:36Z
dc.date.issued	1984-03
dc.identifier.issn	0210-8054 (versió paper)
dc.identifier.uri	http://hdl.handle.net/2099/4421
dc.description.abstract	This paper summarizes the results of econometric time-series analysis performed by the author and colleagues over the last seven years, using the Box-Jenkins approach in interaction with Economic Theory. Typical univariate properties, typical data anomalies and typical relationships are described. Common practice in Econometrics is criticized and certain aspects of Economic Theory are discussed.
dc.format.extent	p. 21-38
dc.language.iso	eng
dc.publisher	Universitat Politècnica de Barcelona. Centre de Càlcul
dc.relation.ispartof	Qüestiió. 1984, vol.8, núm.1
dc.rights	Attribution-NonCommercial-NoDerivs 2.5 Spain
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/2.5/es/
dc.subject.other	Mathematical economics
dc.subject.other	Box-Jenkins
dc.subject.other	Data anomalies
dc.subject.other	Economic theory
dc.title	On the properties typical of economic time series
dc.type	Article
dc.subject.lemac	Matemàtica financera
dc.subject.ams	Classificació AMS::91 Game theory, economics, social and behavioral sciences::91B Mathematical economics
dc.rights.access	Open Access
local.ordre	4

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