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Vector autoregression / Ordinary least squares / Errors and residuals in statistics / Linear regression / Least squares / Autoregressive conditional heteroskedasticity / Errors-in-variables models / Autocorrelation / Structural equation modeling / Statistics / Econometrics / Regression analysis


The Error Term in the History of Time Series Econometrics Duo Qin Christopher L. Gilbert initial draft: December 1995 this revision: November 1999#
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Document Date: 2014-12-12 15:58:40

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City

San Francisco / /

Company

Frisch / /

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Event

Reorganization / /

Facility

Westfield College / /

IndustryTerm

possible solution / estimation by-products / economic systems / energy / /

Organization

Time Series Econometrics Duo / Economics / Queen Mary & Westfield College / American Economic Association / Department of Economics / Cowles Commission / US Federal Reserve / London School of Economics / /

Person

Christopher L. Gilbert / Alessandro Rebucci / John Aldrich / Peter C.B. Phillips / Qin Christopher / Frisch / Gilbert Faculteit / David Hendry / Mary / /

Position

model / empirical model / sample data and estimation procedure / same structural model / /

ProgrammingLanguage

K / /

ProvinceOrState

Massachusetts / Arkansas / /

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