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: Research; Methods/Statistical; Methods (search for similar items in EconPapers)
Pages: 24
Date: 2006
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Citations: View citations in EconPapers (5)

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https://ageconsearch.umn.edu/record/28556/files/wp060001.pdf (application/pdf)

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Working Paper: Time Series Analysis (2006)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:umdrwp:28556

DOI: 10.22004/ag.econ.28556

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