Regression Analysis of Time Series - Document - PDFSEARCH.IO

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	Six Results from the Frequency Domain • Suppose {Yt} is a covariance stationary process with no deterministic component. By Wold’s Decomposition Theorem (see, e.g., Sargent, Macroeconomic Theory, chapter XI, section Add to Reading List Document Date: 2007-03-28 14:24:28 Open Document File Size: 274,22 KB Share Result on Facebook

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Six Results from the Frequency Domain • Suppose {Yt} is a covariance stationary process with no deterministic component. By Wold’s Decomposition Theorem (see, e.g., Sargent, Macroeconomic Theory, chapter XI, section Add to Reading List