Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications
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More about this item
Keywords
Mixed spectrum; Autoregressive methods; Eigenvalue methods; Dynamic harmonic regression; Data snooping; Multiple forecast comparisons;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2007-10-20 (Econometrics)
- NEP-ETS-2007-10-20 (Econometric Time Series)
- NEP-FOR-2007-10-20 (Forecasting)
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