Interpreting Spectral Analyses in Terms of Time-Domain Models
Published Date
Copyright 1976
-
Copy CitationRobert F. Engle, Annals of Economic and Social Measurement, Volume 5, number 1 (NBER, 1976), https://www.nber.org/books-and-chapters/annals-economic-and-social-measurement-volume-5-number-1/interpreting-spectral-analyses-terms-time-domain-models.
Published From Paper
-
Working Paper
This paper derives relationships between frequency-domain and standard time-domain distributed-lag and autoregessive...