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December 3, 2010 | History

The dimensionality of the aliasing problem in models with rational spectral densities 1 edition

The dimensionality of the aliasing problem in models with rational spe ...
Lars Peter Hansen

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The dimensionality of the aliasing problem in models with rational spectral densities
Lars Peter Hansen and Thomas J. Sargent.

Published 1981 by Federal Reserve Bank of Minneapolis in [Minneapolis, Minn.] .
Written in English.

About the Book

"This paper reconsiders the aliasing problem of identifying the parameters of a continuous time stochastic process from discrete time data. It analyzes the extent to which restricting attention to processes with rational spectral density matrices reduces the number of observationally equivalent models. It focuses on rational specifications of spectral density matrices since rational parameterizations are commonly employed in the analysis of the time series data"--Federal Reserve Bank of Minneapolis web site.

Edition Notes

Title from PDF file as viewed on 10/19/2007.

Includes bibliographical references.

Also available in print.

System requirements: Adobe Acrobat Reader.

Mode of access: World Wide Web.

Series
Federal Reserve Bank of Minneapolis, Research Department staff report -- 72, Staff report (Federal Reserve Bank of Minneapolis. Research Dept. : Online) -- 72.

Classifications

Library of Congress
HB1

The Physical Object

Format
Electronic resource

ID Numbers

Open Library
OL16412971M
LC Control Number
2007702539

History Created December 10, 2009 · 2 revisions Download catalog record: RDF / JSON

December 3, 2010 Edited by Open Library Bot Added subjects from MARC records.
December 10, 2009 Created by WorkBot add works page