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Original Articles

Spectral Properties of Non-Stationary Systems of Linear Stochastic Difference Equations

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Pages 581-590 | Published online: 10 Apr 2012

References

  • Chow , G. C. 1968 . “The acceleration principle and the nature of business cycles,” . Quarterly Journal of Economics , 82 August : 403 – 418 . IBM Research Center Report, RC-1919, October 1967
  • Chow , G. C. and Levitan , R. E. May 1968 . “Nature of business cycles implicit in a linear economic model,” May , IBM Research Center Report, RC-2085
  • Quenouille , M. H. 1957 . The Analysis of Multiple Time-Series , London : Charles Griffin .
  • Whittle , P. 1963 . Prediction and Regulation by Linear Least-Square Methods , New York : D. Van Nostrand Company .

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