Non-stationary log-periodogram regression

Author(s): Velasco, Carlos

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

Issued date: 1998-02

Serie/No.: UC3M Working Papers. Statistics and Econometrics
1998-19-12

Keywords: Non-stationary time series , Log-periodogram regression , Semiparametric inference , Tapering

URI: http://hdl.handle.net/10016/4554

Rights: Atribución-NoComercial-SinDerivadas 3.0 España

Show full item record

Impact:

G o o g l e ™ Scholar:others by: Non-stationary log-periodogram regression

 

Files in this item

Name: ws981912.pdf

Size: 1.239Mb

Format: PDF

This item appears in the following Collection(s)

• DES - Working Papers. Statistics and Econometrics. WS [633]
  
• Economists Online [3210]