Latent variable models for time series. A frequency domain approach with an application to the permanent income hypothesis
type: Item
instance of: scholarly article
title: Latent variable models for time series. A frequency domain approach with an application to the permanent income hypothesis
zbMATH Open document ID: 0488.62099
DOI: 10.1016/0304-4076(81)90003-8
author: John Geweke
author: Kenneth J. Singleton
published in: Journal of Econometrics
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 3768851
zbMATH Keywords: latent variable models
zbMATH Keywords: time series
zbMATH Keywords: frequency domain approach
zbMATH Keywords: permanent income hypothesis
zbMATH Keywords: finite Fourier transform
MaRDI profile type: Publication
full work available at URL: 0304-4076(81)90003-8
OpenAlex ID: W1571868465
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description: scientific article; zbMATH DE number 3768851