INTERPRETING SPECTRAL ANALYSES IN TERMS OF TIME-DOMAIN MODELS

Engle, Robert F, III

INTERPRETING SPECTRAL ANALYSES IN TERMS OF TIME-DOMAIN MODELS

(772 K)

Robert F. Engle, III

Chapter in NBER book Annals of Economic and Social Measurement, Volume 5, number 1 (1976), Sanford V. Berg, editor (p. 90 - 110)
Published in 1976 by NBER

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

This paper is available as PDF (772 K) or via email.

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INTERPRETING SPECTRAL ANALYSES IN TERMS OF TIME-DOMAIN MODELS

Robert F. Engle, III

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