Non-stationary log-periodogram regression

Carlos Velasco

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Keywords: Tapering; Non-stationary; time; series; Log-periodogram; regression; Semiparametric; inference (search for similar items in EconPapers)
Date: 1998-02
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Citations: View citations in EconPapers (2)

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Journal Article: Non-stationary log-periodogram regression (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:4554

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