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Unit root log periodogram regression

Peter C. B. Phillips ()

Journal of Econometrics, 2007, vol. 138, issue 1, pages 104-124

Date: 2007
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Working Paper: Unit Root Log Periodogram Regression (1999) Downloads
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Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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