INTERVENTION ANALYSIS AND MULTIPLE TIME-SERIES
成果类型：
Article
署名作者：
ABRAHAM, B
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1980
页码：
7378
关键词：
摘要：
A general model is introduced to encapsulate interventions in a multiple time series. The estimation of this model is discussed and a bivariate economic example is presented to illustrate the methods.