Time Series Analysis

We provide a concise overview of time series analysis in the time and frequency domains, with lots of references for further reading.

Year of publication:	2006-05-01
Authors:	Diebold, Francis X. ; Kilian, Lutz ; Nerlove, Marc
Institutions:	Department of Economics, University of Pennsylvania
Subject:	time series analysis \| time domain \| frequency domain

Extent:	application/pdf
Series:	PIER Working Paper Archive.
Type of publication:	Book / Working Paper
Notes:	24 pages
Classification:	C22 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005102121