Band spectral regression with trending data

• Main Authors: Corbae, D., Ouliaris, S., Phillips, P.C.B.
• Other Authors: BUSINESS POLICY
• Format: Article
• Published: 2013
• Subjects: Band spectral regression; Deterministic and stochastic trends; Discrete Fourier transform; Distributed lag; Integrated process; Leads and lags regression; Nonstationary time series; Two-sided spectral BN decomposition
• Online Access: http://scholarbank.nus.edu.sg/handle/10635/44265
• Institution: National University of Singapore

Econometrica