Unit Root Log Periodogram Regression
Year of publication: |
1999-12
|
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Authors: | Phillips, Peter C.B. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Discrete Fourier transform | fractional Brownian motion | fractional integration | log periodogram regression | long memory parameter | nonstationarity | semiparametric estimation and testing | unit root |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | CFP 1197. Published in Journal of Econometrics (2007), 138(1): 104-124 The price is None Number 1244 22 pages |
Classification: | C22 - Time-Series Models |
Source: |
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