scientific article
From MaRDI portal
Publication:3321308
zbMath0536.62096MaRDI QIDQ3321308
Clive W. J. Granger, Robert F. Engle
Publication date: 1983
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
frequency-domainpower spectrumfactor analysisreviewseasonal adjustment procedurescross spectrumspectral regressions
Applications of statistics to economics (62P20) Inference from stochastic processes and spectral analysis (62M15) Economic time series analysis (91B84)
Related Items (4)
Economic applications and statistical analysis of the cusp catastrophe model ⋮ An analysis of lead-lag structures using a frequency domain approach: Empirical evidence from the Finnish and Swedish stock markets ⋮ Determining the number of factors in a multivariate error correction-volatility factor model ⋮ Testing for a unit root by frequency domain regression
This page was built for publication: