The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income
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Publication:3368222
DOI10.2202/1558-3708.1039zbMath1078.91572OpenAlexW2028382798MaRDI QIDQ3368222
James B. Ramsey, Camille Lampart
Publication date: 27 January 2006
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2202/1558-3708.1039
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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