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BAND SPECTRUM REGRESSION.

Authors :
Engle, Robert F.
Source :
International Economic Review; Feb74, Vol. 15 Issue 1, p1, 11p, 1 Chart, 3 Graphs
Publication Year :
1974

Abstract

Examines the importance of spectrum analysis on frequency domain regressions. Types of spectral regressions; Determination of the spectral shape of economic variables; Approximation of the filter windows.

Details

Language :
English
ISSN :
00206598
Volume :
15
Issue :
1
Database :
Complementary Index
Journal :
International Economic Review
Publication Type :
Academic Journal
Accession number :
5710718
Full Text :
https://doi.org/10.2307/2526084