Cointegration in frequency domain (Q4431623)
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scientific article; zbMATH DE number 1995757
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration in frequency domain |
scientific article; zbMATH DE number 1995757 |
Statements
Cointegration in frequency domain (English)
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22 October 2003
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common stochastic trend
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frequency domain analysis
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crosspectrum
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zero-frequency
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