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Published 1982 | Version public
Book Section - Chapter Metadata-only

A Time Series Model with Qualitative Variables

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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.

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82292
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CaltechAUTHORS:20171011-143817742

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http://resolver.caltech.edu/CaltechAUTHORS:20171010-133409078 (URL)

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NSF

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Created
2017-10-11
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2021-11-15
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