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Spectral methods in economics: a discussion

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posted on 2024-09-05, 22:32 authored by Tichaendepi R. Masaya
The role of spectral and cross spectral analysis of time series is emphasized and the mathematical presentation pursued step by step in a simplified fashion. The relationship between this method and econometric methods is pointed out where appropriate. Problems of non-period phenomena take a large share of the content of the paper.

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Publisher

Institute for Development Studies, University of Nairobi

Citation

Masaya, Tichaendepi R. (1973) Spectral methods in economics: a discussion. Working Papers 133, Nairobi: Institute for Development Studies, University of Nairobi

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Working Papers. 133

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Series paper (non-IDS)

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Institute for Development Studies, University of Nairobi

Language

en

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    Institute for Development Studies, University of Nairobi, Kenya

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