Archivo Abierto Institucional de la Universidad Carlos III de Madrid: Non-stationary log-periodogram regression

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Please use this identifier to cite or link to this item: http://hdl.handle.net/10016/4554

Google™ Scholar. Others By: Velasco, Carlos

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Title:	Non-stationary log-periodogram regression
Author(s):	Velasco, Carlos [cavelas]
Publisher:	Universidad Carlos III de Madrid. Departamento de Estadística
Issued date:	Feb-1998
URI:	http://hdl.handle.net/10016/4554
Serie / Nº.:	UC3M Working Papers. Statistics and Econometrics 1998-19-12
Keywords:	Non-stationary time series Log-periodogram regression Semiparametric inference Tapering
Appears in Collections:	DES - Working Papers. Statistics and Econometrics. WS Economists Online

This item is licensed under a Creative Commons License