:::

詳目顯示

回上一頁
題名:論因果關係的檢定:時間數列分析法之應用
書刊名:經濟論文叢刊
作者:劉鶯釧
出版日期:1983
卷期:11
頁次:頁149-168
主題關鍵詞:分析法因果時間數列檢定關係
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(6) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:6
  • 共同引用共同引用:9
  • 點閱點閱:20
期刊論文
1.Hillmer, S. C.、Tiao, G. C.(1979)。Likelihood function of stationary multiple autoregressive moving average models。Journal of the American Statistical Association,74(367),652-660。  new window
2.Sims, Christopher A.(1972)。Money, Income and Causality。American Economic Review,62(4),540-552。  new window
3.Haugh, L. D.、Box, G. E. P.(1977)。Identification of Dynamic Regression (Distributed Lag) Models: Connecting Two Time Series。Journal of the American Statistical Association,72(357),121-130。  new window
4.林灼榮(19820900)。貨幣、所得與價格之因果關係:臺灣的實證。臺灣銀行季刊,33(3),64-90。new window  延伸查詢new window
5.Feige, Edgar L.、Pearce, Douglas K.(1976)。Economically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy?。Journal of Political Economy,84(3),499-522。  new window
6.Pierce, David A.、Haugh, Larry D.(1977)。Causality in Temporal Systems: Characterizations and A Survey。Journal of Econometrics,5,265-293。  new window
7.劉鶯釧(19820500)。多元時間數列分析法之介紹與應用。經濟論文叢刊,10,191-210。new window  延伸查詢new window
8.Tiao, G. C.、Box, G. E. P.(1981)。Modeling Multiple Time Series with Applications。Journal of the American Statistical Association,76(376),802-816。  new window
9.Basmann, R. L.(1963)。The Causal Interpretation of Non-Triangular Systems of Economic Relations。Econometrica,31(3),439-448。  new window
10.Pierce, D. A.(1977)。Relationships--and the Lack Thereof--Between Economic Time Series, with Special Reference to Money and Interest Rates。Journal of the American Statistical Association,72(357),11-26。  new window
11.Komura, C.(1982)。Money, Income, and Causality: The Japanese Case。Southern Economic Journal,49,19-35。  new window
12.Strotz, R. H.、Wold, H. O. A.(1960)。Recursive vs. Nonrecursive Systems: An Attempt at Synthesis。Econometrica,28(2),417-427。  new window
13.Wold, H. O. A.(1954)。Causality and Econometrics。Econometrica,22(2),162-177。  new window
14.Zellner, A.(1979)。Causality and Econometrics。Carnegie-Rochester Conference Series on Public Policy, eds. by K. Brunner & A. H. Meltzer,10,9-54。  new window
15.Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society,37(3),424-438。  new window
會議論文
1.Granger, C. W. J.(1973)。Causality, Model Building and Control: Some Comments。The I.F.A.C./I.F.O.R.S. International Conference on Dynamic Modelling and Control, University of Warwick。Coventry:University of Warwick。  new window
學位論文
1.楊金財(1976)。貨幣性總量與國民所得及物價之因果關係--台灣之實證研究(碩士論文)。國立台灣大學。  延伸查詢new window
圖書
1.Box, George E. P.、Jenkins, G. M.(1976)。Time Series Analysis: Forecasting and Control。San Francisco, California:Holden-Day。  new window
2.Bhattacharyya, M. N.(1980)。Comparison of Box-Jenkins and Bonn Monetary Model Prediction Performance。New York:Springer-Verlag Berlin Heidelberg。  new window
3.Hicks, J.(1979)。Causality in Economics。Oxford:Basil Blackwell。  new window
4.Jeffreys, H.(1957)。Scientific Inference。Cambridge:Cambridge University Press。  new window
5.Jeffreys, H.(1967)。Theory of Probability。London:Oxford University Press。  new window
圖書論文
1.Simon, H.(1953)。Causal ordering and identifiability。Studies in Econometric Method。New York:John Wiley & Sons, Inc。  new window
2.Feigl, H.(1953)。Notes on Causality。Readings in the Philosophy of Science。New York:Appleton-Century-Crofts, Inc。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top