Published 1982
| public
Book Section - Chapter
A Time Series Model with Qualitative Variables
- Creators
- Grether, D. M.
- Maddala, G. S.
- Others:
- Deistler, M.
- Fürst, E.
- Schwödiauer, G.
Abstract
The literature on time-series analysis has been largely confined to the analysis of time-series data where: (i) The number of observations is large, and (ii) the variables are all observed as continuous variables.
Additional Information
© 1982 Springer-Verlag Berlin Heidelberg. Financial support from the National Science Foundation is gratefully acknowledged. We would like to thank R.P.H. Fishe for the computations done in Section 5; and D.R. Kiewiet and M.P. Fiorina for their many helpful comments. Also we gratefully acknowledge the Sherman Fairchild Distinguished Scholars Program and the Program for the Study of Enterprise and Public Policy.Additional details
- Eprint ID
- 82292
- Resolver ID
- CaltechAUTHORS:20171011-143817742
- NSF
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2017-10-11Created from EPrint's datestamp field
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2021-11-15Created from EPrint's last_modified field