Statistical Fourier Analysis: Clarifications and Interpretations
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Pollock Stephen D.S.G., 2009. "Statistical Fourier Analysis: Clarifications and Interpretations," Journal of Time Series Econometrics, De Gruyter, vol. 1(1), pages 1-49, April.
References listed on IDEAS
- Pollock, D S G, 2001.
"Filters for Short Non-stationary Sequences,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 20(5), pages 341-355, August.
- Stephen Pollock, 2000. "Filters for Short Nonstationary Sequences," Working Papers 423, Queen Mary University of London, School of Economics and Finance.
- Pollock, D.S.G., 2000. "Filters for Short Nonstationary Sequences," G.R.E.Q.A.M. 00a04, Universite Aix-Marseille III.
- McCoy, E. J. & Stephens, D. A., 2004. "Bayesian time series analysis of periodic behaviour and spectral structure," International Journal of Forecasting, Elsevier, vol. 20(4), pages 713-730.
- Granger, Clive W. J. & Hyung, Namwon, 2004. "Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns," Journal of Empirical Finance, Elsevier, vol. 11(3), pages 399-421, June.
- Pollock, D. S. G., 2000. "Trend estimation and de-trending via rational square-wave filters," Journal of Econometrics, Elsevier, vol. 99(2), pages 317-334, December.
- Granger, Clive W. J. & Ding, Zhuanxin, 1996. "Varieties of long memory models," Journal of Econometrics, Elsevier, vol. 73(1), pages 61-77, July.
- Adrian Pagan, 1997. "Towards an Understanding of Some Business Cycle Characteristics," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 30(1), pages 1-15.
- Nerlove, Marc & Grether, David M. & Carvalho, José L., 1979. "Analysis of Economic Time Series," Elsevier Monographs, Elsevier, edition 1, number 9780125157506 edited by Shell, Karl.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- repec:pal:marecl:v:19:y:2017:i:2:d:10.1057_s41278-016-0052-6 is not listed on IDEAS
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2008-11-04 (All new papers)
- NEP-ECM-2008-11-04 (Econometrics)
- NEP-HPE-2008-11-04 (History & Philosophy of Economics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:lec:leecon:08/36. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Mrs. Alexandra Mazzuoccolo). General contact details of provider: http://edirc.repec.org/data/deleiuk.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.