Open AccessA COMPARISON OF THREE APPROACHES FOR EVALUATING AUTOREGRESSIVE AND CROSS LAGGED EFFECTS
Author(s) -
Y. Pan,
Qiu Wang,
Michael T. Willoughby
Publication year - 2015
Publication title -
journal of statistics : advances in theory and applications
Language(s) - English
Resource type - Journals
ISSN - 0975-1262
DOI - 10.18642/jsata_7100121479
Subject(s) - autoregressive model , econometrics , statistics , computer science , economics , mathematics