A NOTE ON THE PAPER BY H.J. BIERENS

D az-Emparanza, Ignacio

Econometric Theory, 2004, vol. 20, issue 03, pages 636-637

Abstract: This note discusses the concept of aliasing and its use in the paper by H.J. Bierens (2001, Econometric Theory 17, 962 983), in the framework of a second-order autoregression with complex unit roots. The condition on the range of the angular frequency is extended to (0,2 ) { }.Financial support from UPV-EHU research project 9 UPV-00038.321-13503 2001, Basque Government project PI9970 and Ministerio de ciencia y tecnolog a BEC2003-02028 is gratefully acknowledged.

Date: 2004

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