
| Time Series Analysis and the British Yule: The time-correlation Problem, Nonsense Correlations, Periodicity and Autoregressions Kendall: Generalizations and Extensions of Stationary Autoregressive Models Durbin: Inference, Estimation, Seasonal Adjustment and Structural Modelling Jenkins: Inference in Autoregressive Models and Spectral Analysis Box and Jenkins: Time Series Analysis, Forecasting and Control Box and Jenkins: Modelling Seasonal Time Series and Transfer Function Analysis Box and Jenkins: Developments Post-1970 Granger: Spectral Analysis, Causality, Forecasting, Model Interpretation and Non-linearity Granger: Long Memory, Fractional Differencing, Spurious Regressions and Cointegration The End of the Affair? |
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