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Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series

Richard Ashley () and Randal Verbrugge ()

Working Papers from Virginia Polytechnic Institute and State University, Department of Economics

Keywords: Phillips Curve; spectral regression; time series analysis (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm and nep-ets
Date: 2006
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http://ashleymac.econ.vt.edu/working_papers/freq_depend.pdf First version, 2005 (application/pdf)

Related works:
Journal Article: Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series (2009) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:vpi:wpaper:e06-7

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