Econometrics pp 444-484 | Cite as

Cross-Spectral Analysis

  • Phoebus J. Dhrymes
Part of the Springer Study Edition book series (SSE)


In the previous chapter we have shown how one can characterize a single time series in the frequency domain and how one can estimate the spectral density of the series from a record of finite length.


Spectral Density Phase Angle Frequency Response Function Coherency Function Seasonal Component 
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Copyright information

© Springer-Verlag New York Inc 1974

Authors and Affiliations

  • Phoebus J. Dhrymes
    • 1
  1. 1.Columbia UniversityUSA

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