AN ANALYSIS OF THE STATISTICAL DISCREPANCY IN THE AUSTRALIAN QUARTERLY NATIONAL ACCOUNTS*

1975; Wiley; Volume: 17; Issue: 3 Linguagem: Inglês

10.1111/j.1467-842x.1975.tb00952.x

ISSN

0004-9581

Autores

John McDonald, Peter Monk,

Tópico(s)

Environmental and Air Quality Management

Resumo

Australian Journal of StatisticsVolume 17, Issue 3 p. 148-160 AN ANALYSIS OF THE STATISTICAL DISCREPANCY IN THE AUSTRALIAN QUARTERLY NATIONAL ACCOUNTS* John McDonald, John McDonald Flinders University of South AustraliaSearch for more papers by this authorPeter Monk, Peter Monk Flinders University of South AustraliaSearch for more papers by this author John McDonald, John McDonald Flinders University of South AustraliaSearch for more papers by this authorPeter Monk, Peter Monk Flinders University of South AustraliaSearch for more papers by this author First published: September 1975 https://doi.org/10.1111/j.1467-842X.1975.tb00952.xCitations: 2 *Manuscript received December 2, 1974; final revision August 19, 1975. AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onEmailFacebookTwitterLinkedInRedditWechat References Australian National Accounte, National Income and Expenditure. Australian Bureau of Statistics, Canberra . Box, G. E. P., and Jenkins, G. M. (1969). “ Discrete models for forecasting and control.” in Encyclopaedia of Linguistics Information and Control, pp. 162–168. Pergamon Press, London . Box, G. E. P., and Jenkins, G. M. (1968). “Some recent advances in forecasting and control I. Appl. Statist., 17, 91–109. Box, G. E. P., and Jenkins, G. M. (1970). Time series analysis forecasting and control. Holden Day, San Francisco . Box G. E. P., Jenkins, G. M., and Bacon, D. W. (1967). “ Models for forecasting seasonal and nonseasonal time series.” in Advanced Seminar on Spectral Analysis of Time Series ( B. Harris, ed.), pp. 271–311. Wiley, New York . Box, G. E. P., and Pierce, D. A. (1970). “Distribution of residual autocorrelations in autoregressive integrated moving average time series models. J. Amer. Statist. Assoc., 64: 1509–1526. Hendry, D. F., and Trivedi, P. K. (1972). “Maximum likelihood estimation of difference equations with moving average errors: A simulation study. Review of Economic Studies, 39, 117–145. Kendall. M. O., and Stuart, A. (1968). The Advanced Theory of Statistics, Griffin, London . McDonald, J. (1972). “An examination of the residual error in the U.K. National Accounts. Manchester School, 40, 193–207. McDonald, J. (1973). “An analysis of residual error in the quarterly national accounts of the U.K. Appl, Statist., 22, 354–367. McDonald, J. (1974a) “ On the robustness of the autoregressive moving average representations of some Australian quarterly time series. Econometrika, to appear. McDonald, J. (1974b). “Errors in economic time series: some implications for estimation in econometric models. The Economic Record, 50, 278–286. McDonald, J. (1975). “An analysis of the significance of revisions to some quarterly U.K. National Income time series. J. B. Statist. Soc. A., 138, to appear. Nicholls, D. F., Pagan, A. R., and Terrell, R. D. (1975). “The estimation and use of models with moving average disturbance terms: A survey. International Economic Review, 16, 113–134. Nelson, C. R. (1974). “The first-order moving average process; identification, estimation and prediction. Journal of Econometrics, 2 121–142. Pagan A. R., and Byron, R. P. (1974). “ A synthetic approach to the estimation of models with autocorrelated disturbance terms. Mimeo. Australian National University. Fierce, D. A. (1971). “Least squares estimation in the regression model with autoregressive moving average error terms. Biometrika, 58, 299–312. Pierce, D. A. (1972). “Least squares estimation in dynamic disturbance time series models. Biometrika, 59, 73–78. Quarterly Estimates of National Income and Expenditure. Australian Bureau of Statistics, Canberra . Smyth, D. J. (1963). “The Statistical Discrepancy in the Australian National Accounts. Australian Economic Papers, 2, 222–227. Smyth, D. J., and McMahon, P. C. (1971). “The Statistical Discrepancy in the Australian National Accounts: A re-examination. Australian Economic Papers, 9, 86–88. Sowey, E. R. (1973). “A classified bibliography of Monte Carlo studies in Econometrics. Journal of Econometrics, 1, 377–395. Citing Literature Volume17, Issue3September 1975Pages 148-160 ReferencesRelatedInformation

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