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Finite-parameter approximations to frequency response function

By Peter Robinson

Abstract

We consider estimation of the frequency response function, β~(λ), between two discrete time series, over a subset of the sampling frequencies. We approximate β~(λ) be a linear combination of continuous, complex functions of λ, with unknown coefficients. The aim is to provide approximations that are parsimonious in parameters and appropriate to the circumstances

Topics: HB Economic Theory, QA Mathematics
Publisher: Taylor & Francis
Year: 1977
DOI identifier: 10.1080/03610927708827523
OAI identifier: oai:eprints.lse.ac.uk:1121
Provided by: LSE Research Online
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