Higher-order approximations for frequency domain time series regression
Zhijie Xiao ; Peter C. B. Phillips
| Year of publication: |
1999
|
|---|---|
| Authors: | Xiao, Zhijie ; Phillips, Peter C. B. |
| Publisher: |
New Haven, Conn. : Cowles Found. for Research in Economics at Yale Univ |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Extent: | S. 297 - 336 graph. Darst |
|---|---|
| Series: | Cowles Foundation paper. - New Haven, Conn., ZDB-ID 2518845-8. - Vol. 968 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 335 - 336 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001389376