Abstract
This chapter deals with two essential problems. First, if we are free to choose our sample, how many “observations” should we collect and how are the “observations” to be obtained? Second, once we have a sample, how can we make a reasoned determination as to how to process the data? Earlier we gave some rough criteria by which one could discriminate among the several lag window generators proposed. In this chapter, the development of some sampling distribution theory will enhance our discriminating ability.
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© 1974 Springer-Verlag New York Inc
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Dhrymes, P.J. (1974). Approximate Sampling Distributions And Other Statistical Aspects Of Spectral Analysis. In: Econometrics. Springer Study Edition. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-9383-2_11
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DOI: https://doi.org/10.1007/978-1-4613-9383-2_11
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-90095-7
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