Band Spectral Regression with Trending Data

DOI10.1111/1468-0262.00319zbMath1121.62556OpenAlexW1508160363MaRDI QIDQ5474988

Dean Corbae, Peter C. B. Phillips, S. Ouliaris

Publication date: 16 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d11/d1163.pdf

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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