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Selection of the number of frequencies using bootstrap techniques in log-periodogram regression 

Arteche González, Jesús María; Orbe Lizundia, Jesús María (2008-02)
The choice of the bandwidth in the local log-periodogram regression is of crucial importance for estimation of the memory parameter of a long memory time series. Different choices may give rise to completely different ...

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Author
Arteche González, Jesús María (1)
Orbe Lizundia, Jesús María (1)
Departamento (cas.)
Economía aplicada III (Econometría y Estadística) (1)
Departamento (eus.)
Ekonomia aplikatua III (ekonometria eta estatistika) (1)
SubjectMATHEMATICAL AND QUANTITATIVE METHODS (1)... View MoreDate Issued
2008 (1)
Language(ISO)eng (1)

DSpace software copyright © 2002-2015  DuraSpace
OpenAIRE
OpenAIRE