Munich Personal RePEc Archive

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Number of items: 3.

21 September 2007

Valle e Azevedo, João (2007): Exact Limit of the Expected Periodogram in the Unit-Root Case.

Valle e Azevedo, João (2007): Interpretation of the Effects of Filtering Integrated Time Series.

2 January 2008

Valle e Azevedo, João (2008): A Multivariate Band-Pass Filter.

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