Band Spectral Regression with Trending Data
- 1 May 2002
- journal article
- Published by The Econometric Society in Econometrica
- Vol. 70 (3), 1067-1109
- https://doi.org/10.1111/1468-0262.00319
Abstract
No abstract availableKeywords
This publication has 18 references indexed in Scilit:
- Higher-order approximations for frequency domain time series regressionJournal of Econometrics, 1998
- Causality in the Long RunEconometric Theory, 1995
- Testing for a unit root by frequency domain regressionJournal of Econometrics, 1993
- Asymptotics for Linear ProcessesThe Annals of Statistics, 1992
- The decomposition and measurement of the interdependency between second-order stationary processesProbability Theory and Related Fields, 1991
- Optimal Inference in Cointegrated SystemsEconometrica, 1991
- Measurement of Linear Dependence and Feedback between Multiple Time SeriesJournal of the American Statistical Association, 1982
- Central limit theorems for time series regressionProbability Theory and Related Fields, 1973
- Spectral inference over narrow bandsJournal of Applied Probability, 1971
- Regression for time series with errors of measurementBiometrika, 1963