Testing Models of Low-Frequency Variability
收藏NBER2006-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w12671
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资源简介：
We develop a framework to assess how successfully standard times eries models explain low-frequency variability of a data series. The low-frequency information is extracted by computing a finite number of weighted averages of the original data, where the weights are low-frequency trigonometric
提供机构：
美国国家经济研究局
创建时间：
2006-11-01
