Asymptotic distribution of power spectra and peak frequencies in the stochastic response of econometric models☆
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The research underlying this paper was partially carried out by the author at the University of Bonn, Institut für Gesellschafts- and Wirtschaftswissenschaften (Discussion paper no. 101), supported by a grant from the German Research Foundation (DFG-SFB 21). For suggestions and comments the author is grateful to Professor Wilhelm Krelle, Eugene M. Cleur, Claus Weihs and the anonymous referees, but retains sole responsibility for any errors.
Copyright © 1983 Published by Elsevier B.V.