Frequency dependence in regression model coefficients : an alternative approach for modeling nonlinear dynamic relationships in time series
Year of publication: |
2009
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Authors: | Ashley, Richard A. ; Verbrugge, Randal |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 28.2009, 1/3, p. 4-20
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Subject: | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Nichtlineare Dynamik | Nonlinear dynamics | Theorie | Theory |
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