nonlinear least squares estimator. The estimator is consistent under fairly general conditions but the convergence rate and the …

distribution of the nonlinear least squares estimator. The estimator is consistent under fairly general conditions but the … estimator of Phillips and Hansen …

regression estimator is proposed that utilizes a set of mL periodogram ordinates with L rather than m ordinates as in the … conventional log periodogram estimator. Consistency and asymptotic normality of the pooled regression estimator are established …. The pooled estimator is shown to have smaller asymptotic variance, but larger asymptotic bias, than the conventional log …