Filters, Waves and Spectra

Econometric analysis requires filtering techniques that are adapted to cater to data sequences that are short and that have strong trends. Whereas the economists have tended to conduct their analyses in the time domain, the engineers have emphasised the frequency domain. This paper places its emphas...

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Bibliographic Details
Main Author: D. Stephen G. Pollock
Format: Article
Language:English
Published: MDPI AG 2018-07-01
Series:Econometrics
Subjects:
Online Access:http://www.mdpi.com/2225-1146/6/3/35