band spectral regression
Posted: 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!
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!