Residual log-periodogram inference for long-run relationships

Uwe Hassler, Francesc Marmol and Carlos Velasco ()

Journal of Econometrics, 2006, vol. 130, issue 1, pages 165-207

Date: 2006
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Working Paper: Residual Log-Periodogram Inference for Long-Run Relationships (2002)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:econom:v:130:y:2006:i:1:p:165-207

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