Testing Price Equations for Stability Across Spectral Frequency Bands

DOI10.2307/1909754MaRDI QIDQ4174148zbMATH OpenOpenAlexFDO

Authors Robert F. Engle

Publication date 1978

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1909754

zbMATH Keywords

Band Spectrum RegressionDynamic Time Series RegressionF DistributionSpherically Normally Distributed DisturbancesTesting Price Equations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cited in

(5)

• Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries
• Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series
• SPECTRAL FINANCIAL ECONOMETRICS
• Early warning signals of financial stress: a ``wavelet-based composite indicators approach
• Some empirical evidence on the `discouraged worker' effect

This page was built for publication: Testing Price Equations for Stability Across Spectral Frequency Bands

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4174148)