band spectral regression

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angelsky1207
Posts: 7
Joined: Sat Jul 16, 2011 8:26 am

band spectral regression

Postby angelsky1207 » Wed Feb 22, 2012 12:25 pm

Hi,

I know there is ideal band-pass filter in Eviews add-in. But can we use eviews to do band spectral regression? Now i am going to estimate spectral estimator in Engle(1974) but i don't know how to do it. What i have is time series data. Can anyone help me? Thank you very much!
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