A Note on Wavelet Correlation and Cointegration
Year of publication: |
2013-11
|
---|---|
Authors: | Macho, Fernández ; Javier, Francisco |
Institutions: | Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales |
Subject: | econometric methods | spectral analysis | integrated process | time series models | unit roots | wavelet analysis |
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