Higher-order approximations for frequency domain time series regression
| Year of publication: |
1998
|
|---|---|
| Authors: | Xiao, Zhijie ; Phillips, Peter C. B. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 86.1998, 2, p. 297-336
|
| Publisher: |
Elsevier |