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~person:"Hendry, David F."
~institution:"Federal Reserve Board (Board of Governors of the Federal Reserve System)"
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Hendry, David F.
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An analogue model of phase-averaging procedures
Campos, Julia
;
Ericsson, Neil R.
;
Hendry, David F.
-
Federal Reserve Board (Board of Governors of the …
-
1987
This paper considers the statistical and econometric effect that fixed n-period phase-averaging has on
time
series
…
Persistent link: https://www.econbiz.de/10005368308
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