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Ökonometrische Modelle bei zeitreihendaten versus multivariate Zeitreihenmodelle—Eine Übersicht

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Abstract

This paper surveys the typical econometric and time series approaches. Contrary to the widely held view that these approaches have little in common, it is argued that strong dependencies exist between both methods and that for sound empirical research one should use an integration of these two methodologies.

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Authors and Affiliations

  1. FB Wirtschaftswissenschaft FR Angewandte Statistik, Freie Universität Berlin, Corrensplatz 2, 1000, Berlin 33

    Jürgen Wolters

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  1. Jürgen Wolters
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Diese Arbeit entstand im Rahmen des von der DFG geförderten Projekts Wo 335/1-1 über “Konjunkturstabilisierung”. Frau F. Lankes und den Herren Dr. H. Buscher und W. Klein, alle FU Berlin, sowie einem anonymen Gutachter danke ich für kritische Hinweise.

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Wolters, J. Ökonometrische Modelle bei zeitreihendaten versus multivariate Zeitreihenmodelle—Eine Übersicht. Statistische Hefte 28, 1–25 (1987). https://doi.org/10.1007/BF02932588

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  • DOI: https://doi.org/10.1007/BF02932588

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