Frequency dependence in regression model coefficients: An alternative approach for modeling nonlinear dynamic relationships in time series

Econometric Reviews

Volumn 28, Issue 1-3, 2009, Pages 4-20

  Ashley, Richard ^a   Verbrugge, Randal J ^b  

^a VIRGINIA POLYTECHNIC INSTITUTE AND STATE UNIVERSITY   (United States)

^b US Bureau of Labor Statistics   (United States)

Author keywords

Frequency dependence; Nonlinear dependence; Nonlinear modelling; Phillips Curve; Spectral regression

Indexed keywords

EID: 58149215959     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930802387753     Document Type: Conference Paper

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