Time Series Analysis
Francis X. Diebold
University of Pennsylvania - Department of Economics; National Bureau of Economic Research (NBER)
University of Michigan at Ann Arbor - Department of Economics; Centre for Economic Policy Research (CEPR)
University of Maryland
PIER Working Paper No. 06-019
We provide a concise overview of time series analysis in the time and frequency domains, with lots of references for further reading.
Number of Pages in PDF File: 24
Keywords: Time series analysis, time domain, frequency domain
JEL Classification: C22working papers series
Date posted: June 21, 2006
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