This article proposes the use of spectral methods to pool cross-sectional replications (N) of time series data (T) for time series analysis. Spectral representations readily suggest a weighting scheme ...
Journal of the Royal Statistical Society. Series D (The Statistician), Vol. 41, No. 2 (1992), pp. 197-207 (11 pages) This paper postulates the assumptions underlying the mean approach model and ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
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