Interpreting Spectral Analyses in Terms of Time-Domain Models

Robert F. Engle
Published Date
Copyright 1976
Book: Annals of Economic and Social Measurement, Volume 5, number 1
Book editor: Sanford V. Berg
PUBLISHER: NBER
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Interpreting Spectral Analyses in Terms of Time-Domain Models
- Working Paper
This paper derives relationships between frequency-domain and standard time-domain distributed-lag and autoregessive...

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