Linear Regression in the Frequency Domain

DOI10.2307/2526316zbMath0386.62074OpenAlexW2037528424MaRDI QIDQ4167446

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)

Related Items (6)

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

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