Abstract
Spectral and cross-spectral analysis, developed in some detail over the previous chapters, has potentially fruitful applications to econometrics as an adjunct to estimation. We shall not touch on this aspect here, but we shall develop its application to the analysis of the dynamic behavior of (linear) econometric models.
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© 1974 Springer-Verlag New York Inc
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Dhrymes, P.J. (1974). Applications Of Spectral Analysis To Simultaneous Equations Systems. In: Econometrics. Springer Study Edition. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-9383-2_12
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DOI: https://doi.org/10.1007/978-1-4613-9383-2_12
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-90095-7
Online ISBN: 978-1-4613-9383-2
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