Higher-order approximations for frequency domain time series regression (Q1305643)

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Higher-order approximations for frequency domain time series regression
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    Higher-order approximations for frequency domain time series regression (English)
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    11 March 2001
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    higher-order approximation
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    moment expansion
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    second-order efficient estimation
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    semiparametric estimation
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    spectral regression
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    data-based bandwidth selection
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