Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Ionel Birgean and Lutz Kilian
| Year of publication: |
1999
|
|---|---|
| Authors: | Birgean, Ionel ; Kilian, Lutz |
| Publisher: |
Ann Arbor, MI |
| Subject: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Monte-Carlo-Simulation | Monte Carlo simulation | Experiment | Wirtschaftsindikator | Economic indicator | Theorie | Theory | Autokorrelation | Autocorrelation | Statistische Verteilung | Statistical distribution |
| Extent: | 22, [14] S graph. Darst |
|---|---|
| Series: | Working papers / University of Michigan, Department of Economics. - Ann Arbor, Mich., ZDB-ID 2089805-8. - Vol. 99,04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Gesamtt. lt. Eröffnungsbildschirm Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001410062