COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?

DOI10.1017/S0266466601175055zbMath1017.62075MaRDI QIDQ4807272

Herman J. Bierens

Publication date: 18 May 2003

Published in: Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

AR(2) processes

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (14)

On cointegration for processes integrated at different frequencies ⋮ Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series ⋮ Business cycles, financial cycles and capital structure ⋮ A NOTE ON THE PAPER BY H.J. BIERENS: “COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?” ⋮ FULLY MODIFIED ESTIMATION OF SEASONALLY COINTEGRATED PROCESSES ⋮ Objective priors for causal AR(p) with partial autocorrelations ⋮ TESTING FOR TREND ⋮ THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS ⋮ The cyclical structure of the UK inflation rate: 1210--2016 ⋮ A bivariate fractionally cointegrated relationship in the context of cyclical structures ⋮ Unemployment and entrepreneurship: a cyclical relation? ⋮ Modelling long-run trends and cycles in financial time series data ⋮ Testing fractional unit roots with non-linear smooth break approximations using Fourier functions ⋮ LINEAR NONSTATIONARY MODELS—A REVIEW OF THE WORK OF PROFESSOR P.C.B. PHILLIPS

This page was built for publication: COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?