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Econometrics Paper
TESTING FOR STOCHASTIC MONOTONICITY Sokbae Lee, Oliver Linton and Yoon-Jae Whang
August 2006
Paper No' EM/2006/504:
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JEL Classification: C14; C15


Tags: distribution function; extreme value theory; gaussian process; monotonicity.

Econometrics Paper
Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole Javier Hidalgo
January 2005
Paper No' EM/2005/481:
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JEL Classification: C14; G22


Tags: spectral density estimation; long memory processes; gaussian processes