Time series analysis
Citations
28,298 citations
Cites background from "Time series analysis"
...In light of the explosion of work in time series econometrics on asymptotic theory with persistent processes [often called unit root processes— see, for example, Hamilton (1994)], it may appear that we have not been careful in stating our assumptions....
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Cites methods from "Time series analysis"
...It may also be combined with univariate times series books or with texts like Fuller (1976) or Hamilton (1994) to form the basis of a one or two semester course on univariate and multivariate time series analysis....
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References
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Additional excerpts
...As discussed above, however, ARIMA modeling is designed to remove the variation in a time series that can be explained by such extraneous factors (see, e.g., Granger, 1980; Granger & Newbold, 1974; Mills & Crafts, 1996)....
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5,670 citations
"Time series analysis" refers methods in this paper
...Asimilar approach is also taken in studies employing what has become known as cross-section time-series designs (Beck & Katz, 1995)....
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"Time series analysis" refers background in this paper
...For example, early works by Simmel (1950) and Vold (1958) focused on how social groups in conflict tended to maintain an equilibrium that eventually led to social stability and order....
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