Linear Regression in the Frequency Domain

DOI10.2307/2526316MaRDI QIDQ4167446zbMATH OpenOpenAlexFDO

Authors Andrew C. Harvey

Publication date 1978

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2526316

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(6)

• A resampling method for regression models with serially correlated errors
• Time series analysis of covariance based on linear transfer function models
• SPECTRAL FINANCIAL ECONOMETRICS
• A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER
• An Algebraic Estimator for Large Spectral Density Matrices
• On the equivalence of time and frequency domain maximum likelihood estimation

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