Determining the final form of a linear dynamic econometric model
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Publication:1251445
DOI10.1016/0304-4076(78)90027-1zbMath0391.62087MaRDI QIDQ1251445
Publication date: 1978
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(78)90027-1
Cauchy Integral Formula; Empirical Application; Fast Fourier Transform Algorithm; Final Form; Frequency Domain Methods; Linear Dynamic Econometric Model
62P20: Applications of statistics to economics
Cites Work
- Time series analysis and simultaneous equation econometric models
- The Final Form of Econometric Equation Systems
- Multiple Time Series Analysis and the Final Form of Econometric Models
- An Algorithm for the Machine Calculation of Complex Fourier Series
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