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Time Series Analysis


Francis X. Diebold


University of Pennsylvania - Department of Economics; National Bureau of Economic Research (NBER)

Lutz Kilian


University of Michigan at Ann Arbor - Department of Economics; Centre for Economic Policy Research (CEPR)

Marc Nerlove


University of Maryland
May 2006

PIER Working Paper No. 06-019

Abstract:     
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: C22

working papers series


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Date posted: June 21, 2006  

Suggested Citation

Diebold, Francis X., Kilian, Lutz and Nerlove, Marc L., Time Series Analysis (May 2006). PIER Working Paper No. 06-019. Available at SSRN: http://ssrn.com/abstract=910909 or http://dx.doi.org/10.2139/ssrn.910909

Contact Information

Francis X. Diebold (Contact Author)
University of Pennsylvania - Department of Economics ( email )
3718 Locust Walk
Philadelphia, PA 19104
United States
215-898-1507 (Phone)
215-573-4217 (Fax)
HOME PAGE: http://www.ssc.upenn.edu/~fdiebold/
National Bureau of Economic Research (NBER)
1050 Massachusetts Avenue
Cambridge, MA 02138
United States
Lutz Kilian
University of Michigan at Ann Arbor - Department of Economics ( email )
611 Tappan Street
Ann Arbor, MI 48109-1220
United States
734-764-2320 (Phone)
734-764-2769 (Fax)
Centre for Economic Policy Research (CEPR)
77 Bastwick Street
London, EC1V 3PZ
United Kingdom
Marc L. Nerlove
University of Maryland ( email )
College Park, MD 20742
United States
301-405-1388 (Phone)
Feedback to SSRN (Beta)


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References:  115
Citations:  64

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