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A Time Series Model with Qualitative Variables

Grether, D. M. and Maddala, G. S. (1982) A Time Series Model with Qualitative Variables. In: Games, Economic Dynamics, and Time Series Analysis. Springer , Heidelberg, pp. 291-305. ISBN 978-3-7908-0271-9.

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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.

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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.
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Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:82292
Deposited By: Tony Diaz
Deposited On:11 Oct 2017 22:09
Last Modified:15 Nov 2021 19:49

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