Engle, Robert F. Testing price equations for stability across spectral frequency bands. (English) Zbl 0392.62091 Econometrica 46, 869-881 (1978). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 5 Documents MSC: 62P20 Applications of statistics to economics 91B84 Economic time series analysis Keywords:Dynamic Time Series Regression; Testing Price Equations; Spherically Normally Distributed Disturbances; F Distribution; Band Spectrum Regression × Cite Format Result Cite Review PDF Full Text: DOI
