Dynamic simulations of autoregressive relationships

Laron K. Williams; Guy D. Whitten

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Dynamic simulations of autoregressive relationships

机译：自回归关系的动态模拟

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摘要

This postestimation technique produces dynamic simulations of autoregressive ordinary least-squares models.

机译：这种后估计技术可生成自回归普通最小二乘模型的动态模拟。

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来源
《The stata journal》 |2011年第4期|p.577-588|共12页
作者
Laron K. Williams; Guy D. Whitten;
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作者单位

University of Missouri Columbia, MO;

Texas A&M University College Station, TX;

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原文格式 PDF
正文语种 eng
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关键词
st0242; dynsim; dynamic simulations; clarify; long-term effects; time series; lagged dependent variables;

机译：st0242;dynsim;动态模拟;澄清;长期影响;时间序列;滞后因变量;

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Dynamic simulations of autoregressive relationships

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