A Note on Wavelet Correlation and Cointegration
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Keywords
econometric methods; integrated process; spectral analysis; time series models; unit roots; wavelet analysis.;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2013-11-16 (Econometrics)
- NEP-ETS-2013-11-16 (Econometric Time Series)
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