Time Series Analysis

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

PIER Working Paper Archive from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania

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 (search for similar items in EconPapers)
JEL-codes: C22 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm, nep-ets and nep-fmk
Date: 2006-05-01
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http://economics.sas.upenn.edu/system/files/06-019.pdf (application/pdf)

Related works:
Working Paper: Time Series Analysis (2006)
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Persistent link: http://EconPapers.repec.org/RePEc:pen:papers:06-019

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