1980 | OriginalPaper | Buchkapitel
The Linear Dynamic Econometric Model
verfasst von : Jürgen Wolters
Erschienen in: Stochastic Dynamic Properties of Linear Econometric Models
Verlag: Springer Berlin Heidelberg
Enthalten in: Professional Book Archive
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Previous work on this topic goes back to Wicksell (1907)1) who takes into consideration uncorrelated random numbers in order to explain business cycle motions. Later, Yule (1927) and Slutzky (1937) apply an autoregressive and a moving average scheme, respectively. They show that these series have many of the apparent cyclic properties which characterize economic time series.