Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors (Q899509)

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Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors
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    Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors (English)
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    29 December 2015
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    efficiency
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    Fourier coefficients
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    normality
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    semiparametric estimation
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    spectral decomposition
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