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Kenneth J. Singleton

Adams Distinguished Professor in Management, Emeritus, Stanford Graduate School of Business

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Latent Variable Models for Time Series: A Frequency Domain Approach with an Application to the Permanent Income Hypothesis

With John F. Geweke.

Journal of Econometrics, Vol. 17, Issue 3, December 1981, 287-304.

http://dx.doi.org/10.1016/0304-4076(81)90003-8

Tags: Econometric Methods
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