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AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS

Pierre Perron () and Serena Ng ()

Econometric Theory, 1998, vol. 14, issue 05, 560-603

Date: 1998
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Working Paper: An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests (1996) Downloads
Working Paper: An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests (1996)
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