A NOTE ON THE PAPER BY H.J. BIERENS: “COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?”
讨论了H.J. Bierens（2001）论文中混叠概念在二阶自回归模型中的应用，并将角频率φ的范围扩展至(0,2π)除π外，对理解复单位根与经济周期的关系有参考价值。
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.