Disentangling low-frequency versus high-frequency economic relationships via regression parameter stability tests
This dissertation develops and applies new tools for distinguishing and disentangling high-frequency and low-frequency relationships among stationary economic time series. The new approach proposed here is a three-step procedure; the first step transforms the regression model in the time domain to a...
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| Format: | Others |
| Language: | en |
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Virginia Tech
2014
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| Online Access: | http://hdl.handle.net/10919/38575 http://scholar.lib.vt.edu/theses/available/etd-06072006-124227/ |