Tests of bias in log-periodogram regression

Economics Letters 2009 Vol. 102; Iss. 2

Tests of bias in log-periodogram regression

James Davidson, Philipp Sibbertsen
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Volume:
102
Year:
2009
Language:
english
Pages:
87
DOI:
10.1016/j.econlet.2008.11.020
File:
PDF, 246 KB
english, 2009
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