Pooled Log Periodogram Regression
Year of publication: |
2004
|
---|---|
Authors: | Shimotsu, Katsumi ; Phillips, Peter C. B. |
Publisher: |
[S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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