Band spectral regression with trending data

Econometrica

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Bibliographic Details
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
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-44265
record_format	dspace
spelling	sg-nus-scholar.10635-442652019-04-24T05:09:51Z Band spectral regression with trending data Corbae, D. Ouliaris, S. Phillips, P.C.B. BUSINESS POLICY 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 Econometrica 70 3 1067-1109 ECMTA 2013-10-09T06:52:42Z 2013-10-09T06:52:42Z 2002 Article Corbae, D., Ouliaris, S., Phillips, P.C.B. (2002). Band spectral regression with trending data. Econometrica 70 (3) : 1067-1109. ScholarBank@NUS Repository. 00129682 http://scholarbank.nus.edu.sg/handle/10635/44265 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	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
spellingShingle	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 Corbae, D. Ouliaris, S. Phillips, P.C.B. Band spectral regression with trending data
description	Econometrica
author2	BUSINESS POLICY
author_facet	BUSINESS POLICY Corbae, D. Ouliaris, S. Phillips, P.C.B.
format	Article
author	Corbae, D. Ouliaris, S. Phillips, P.C.B.
author_sort	Corbae, D.
title	Band spectral regression with trending data
title_short	Band spectral regression with trending data
title_full	Band spectral regression with trending data
title_fullStr	Band spectral regression with trending data
title_full_unstemmed	Band spectral regression with trending data
title_sort	band spectral regression with trending data
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/44265
_version_	1681082885761662976

Band spectral regression with trending data

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