NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Interpreting Spectral Analyses in Terms of Time-Domain Models

Robert F. Engle

Chapter in NBER book Annals of Economic and Social Measurement, Volume 5, number 1 (1976), Sanford V. Berg, editor (p. 89 - 109)
Published in 1976 by NBER

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This chapter first appeared as NBER working paper w0037, Interpreting Spectral Analyses in Terms of Time-Domain Models, Robert F. Engle
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