A note on chambers's "long memory and aggregation in macroeconomic time series"

International Economic Review

Volumn 46, Issue 3, 2005, Pages 1059-1062

  Souza, Leonardo Rocha ^a  

^a PONTIFICAL CATHOLIC UNIVERSITY OF RIO DE JANEIRO   (Brazil)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 27744606675     PISSN: 00206598     EISSN: 14682354     Source Type: Journal    
DOI: 10.1111/j.1468-2354.2005.00357.x     Document Type: Review

References (6)

1. BLOOMFIELD, P., Fourier Analysis of Time Series: An Introduction (New York: Wiley, 1976).
2. CHAMBERS, M. J., "Long Memory and Aggregation in Macroeconomic Time Series," International Economic Review 39 (1998), 1053-72.
3. HAMILTON, J. D., Time Series Analysis (New Jersey: Princeton University Press, 1994).
4. KOOPMANS, L. H., The Spectral Analysis of Time Series (New York: Academic Press, 1974).
5. OPPENHEIM, A. V., AND R. W. SCHAFER, Discrete-Time Signal Processing (New Jersey: Prentice-Hall, 1989).
6. PRIESTLEY, M. B., Spectral Analysis and Time Series (London: Academic Press, 1981).