CFP Author(s): CFP Paper Title: Spectral Regression for Cointegrated Time Series
CFP page numbers: 413-435
See CFDP: CFDP 872
Editors/Misc.: in W. A. Barnett, J. Powell and G. E. Tauchen, eds., Nonparametric and Semiparametric Methods in Econometrics and Statistics: Proceedings of the 5th International Symposium in Economic Theory and Econometrics, Cambridge University Press, 1991