Time Series Analysis

Francis Diebold (), Lutz Kilian () and Marc Nerlove ()

No 28556, Working Papers from University of Maryland, Department of Agricultural and Resource Economics

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

Keywords: time series analysis; time domain; frequency domain; Research Methods/ Statistical Methods (search for similar items in EconPapers)
Date: 2006
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Working Paper: Time Series Analysis (2006)
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