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Time series and spectral methods in econometrics

In: Handbook of Econometrics

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Author Info
Granger, C.W.J.
Watson, Mark W.

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This chapter was published in: Z. Griliches† & M. D. Intriligator (ed.) Handbook of Econometrics, , chapter 17, pages 979-1022, 1984.

This item is provided by Elsevier in its series Handbook of Econometrics with number 2-17.

Handle: RePEc:eee:ecochp:2-17

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Related research
This chapter was published in the following book, which is listed on IDEAS:
Z. Griliches† & M. D. Intriligator (ed.), 1984. "Handbook of Econometrics," Handbook of Econometrics, Elsevier, edition 1, volume 2, number 2, September. [Downloadable!] (restricted)
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Find related papers by JEL classification:
C39 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Other

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  1. Daniel Levy & Hashem Dezhbakhsh, 2003. "On the typical spectral shape of an economic variable," Applied Economics Letters, Taylor and Francis Journals, vol. 10(7), pages 417-423, May. [Downloadable!] (restricted)
    Other versions:
  2. Lauridsen, J. & Kosfeld, R., 2004. "A wald Test for Spatial Nonstationarity," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 1-12, Diciembre. [Downloadable!] (restricted)
  3. Daniel Levy & Hashem Dezhbakhsh, 2004. "International Evidence on Output Fluctuation and Shock Persistence," Macroeconomics 0402016, EconWPA. [Downloadable!]
    Other versions:
  4. Pedro H. Albuquerque, 2005. "Optimal Time Interval Selection in Long-Run Correlation Estimation," Econometrics 0511017, EconWPA, revised 27 Nov 2005. [Downloadable!]
  5. Leon, Costas & Eeckels, Bruno, 2009. "A Dynamic Correlation Approach of the Swiss Tourism Income," MPRA Paper 15215, University Library of Munich, Germany. [Downloadable!]
  6. Pacheco Jim�Nez, J.F., 2001. "Business cycles in small open economies: the case of Costa Rica," Working Papers - General Series 330, Institute of Social Studies. [Downloadable!]
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