Cover: Spectral Methods in Econometrics, from Harvard University PressCover: Spectral Methods in Econometrics in E-DITION

Spectral Methods in Econometrics

Product Details


$65.00 • £54.95 • €60.00

ISBN 9780674334076

Publication Date: 01/01/1968

212 pages

35 charts, 10 tables


Available from De Gruyter »

Media Requests:

Related Subjects

Harvard University Press has partnered with De Gruyter to make available for sale worldwide virtually all in-copyright HUP books that had become unavailable since their original publication. The 2,800 titles in the “e-ditions” program can be purchased individually as PDF eBooks or as hardcover reprint (“print-on-demand”) editions via the “Available from De Gruyter” link above. They are also available to institutions in ten separate subject-area packages that reflect the entire spectrum of the Press’s catalog. More about the E-ditions Program »

During the twentieth century, statistical methods for analyzing time series have broadened considerably in both scope and feasibility. Notable among these developments is the spectral approach to time series analysis, which decomposes a time series into frequency components. In this volume, George Fishman presents a detailed account of the underlying theory for univariate, bivariate, and multivariate time series, and describes corresponding methods of statistical inference for spectral quantities of interest. He places special emphasis on the estimation of coefficients in distributed lag models.

Recent News

Black lives matter. Black voices matter. A statement from HUP »

From Our Blog

Photograph of the book Fearless Women against red/white striped background

A Conversation with Elizabeth Cobbs about Fearless Women

For Women’s History Month, we are highlighting the work of Elizabeth Cobbs, whose new book Fearless Women shows how the movement for women’s rights has been deeply entwined with the history of the United States since its founding. Cobbs traces the lives of pathbreaking women who, inspired by American ideals, fought for the cause in their own ways