Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Ionel Birgean and Lutz Kilian
| Year of publication: |
2002
|
|---|---|
| Authors: | Birgean, Ionel ; Kilian, Lutz |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 21.2002, 4, p. 449-476
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| 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: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometric reviews |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001718225