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A NOTE ON THE PAPER BY H.J. BIERENS: “COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?”

Published online by Cambridge University Press:  08 June 2004

Ignacio Díaz-Emparanza
Ignacio Díaz-Emparanza
Affiliation:
Universidad del País Vasco–Euskal Herriko Unibertsitatea
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Abstract

This note discusses the concept of aliasing and its use in the paper by H.J. Bierens (2001, Econometric Theory 17, 962–983), in the framework of a second-order autoregression with complex unit roots. The condition on the range of the angular frequency φ is extended to φ ∈ (0,2π) − {π}.Financial support from UPV-EHU research project 9/UPV-00038.321-13503/2001, Basque Government project PI9970 and Ministerio de ciencia y tecnología BEC2003-02028 is gratefully acknowledged.

Information

Type
MISCELLANEA
Information
Econometric Theory , Volume 20 , Issue 3 , June 2004 , pp. 636 - 637
Copyright
© 2004 Cambridge University Press

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References

REFERENCES

Bierens, H.J. (2001) Complex unit roots and business cycles: Are they real? Econometric Theory 17, 962–983.Google Scholar
Hamilton, J. (1994) Time Series Analysis. Princeton University Press.