Estimation of random cycles in persistent time series

Karim M. Abadir, Natalia Bailey, Walter Distaso, Liudas Giraitis

Year of publication:	[2023]
Authors:	Abadir, Karim Maher ; Bailey, Natalia ; Distaso, Walter ; Giraitis, Liudas
Publisher:	[Victoria, Australia] : [Monash University, Department of Econometrics and Business Statistics]
Subject:	Persistent random cycles \| fractional differencing \| cyclical integration \| Zeitreihenanalyse \| Time series analysis \| Konjunktur \| Business cycle \| Schätztheorie \| Estimation theory \| Einheitswurzeltest \| Unit root test

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