An application of Box-Jenkins transfer function analysis to consumption-income relationship in South Africa / N.D. Moroke
Using a simple linear regression model for estimation could give misleading results about the relationship between Yt, and Xt, . Possible problems involve (1) feedback from the output series to the inputs, (2) omitted time-lagged input terms, (3) an auto correlated disturbance series and, (4) common...
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| Language: | en |
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2014
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| Online Access: | http://hdl.handle.net/10394/11344 |