Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Econometrica: Apr, 1954, Volume 22, Issue 2

Autoregression in the United States Economy, 1870-1929

https://www.jstor.org/stable/1907544
p. 228-243

Arthur J. Gartaganis

This study maintains that the American economy is characterized by a universe with more than one basic autoregressive population structure. Agreement with this hypothesis is tested by the analysis of the statistical properties of a number of economic time series. A comparison is then made with the results of other investigators of this problem, and finally further elaborations on the nature of these basic autoregressive population structures are entertained.


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