Cuestas, Juan Carlos; Gil-Alana, Luis A. - Asociación Española de Economía y Finanzas … - 2013
employing Chebyshev time polynomials and assuming that the detrended series displays long memory with the pole or singularity in … deterministic terms by standard OLS-GLS methods. Moreover, the orthogonality property of Chebyshev’s polynomials makes them …