Work

Non-stationary log-periodogram regression

Year: 1999

Type: article

Source: Journal of Econometrics

DOI: 10.1016/s0304-4076(98)00080-3

Author: Carlos Velasco

Institution: Universidad Carlos III de Madrid

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: London School of Economics and Political Science, Economic and Social Research Council

OpenAlex ID: W2090879268

FWCI: 21.15

Cites: 19

Cited by: 267

Related to: 10