THE DIMENSIONALITY OF THE ALIASING PROBLEM IN MODELS WITH RATIONAL SPECTRAL DENSITIES

被引：56

作者：

HANSEN, LP ^{[1
]}

SARGENT, TJ ^{[1
]}

机构：

[1] UNIV MINNESOTA,MINNEAPOLIS,MN 55455

来源：

关键词：

D O I：

10.2307/1911996

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：377 / 387

页数：11

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[5]

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[6]

Phillips P. C. B., 1973, J ECONOMETRICS, V1, P351, DOI DOI 10.1016/0304-4076(73)90021-3

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[8] REPRESENTATION OF SOCIAL PROCESSES BY MARKOV MODELS [J].

SINGER, B ;

SPILERMAN, S .