✦ LIBER ✦

THE PERIODOGRAM REGRESSION

✍ Scribed by Uwe Hassler

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bootstrapping the log-periodogram regres

✍ J. Arteche; J. Orbe 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 94 KB

Non-stationary log-periodogram regressio

✍ Carlos Velasco 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 443 KB

Tests of bias in log-periodogram regress

✍ James Davidson; Philipp Sibbertsen 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 246 KB

Bootstrap-based bandwidth choice for log

✍ Josu Arteche; Jesus Orbe 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 1018 KB

Nonlinear log-periodogram regression for

✍ Yixiao Sun; Peter C.B. Phillips 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 469 KB

On the effect of seasonal adjustment on

✍ Marius Ooms; Uwe Hassler 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 47 KB