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bandwidth selection
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bootstrap
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log-periodogram regression
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long memory
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Lizundia, Orbe
Sibbertsen, Philipp
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Mangat, Manveer Kaur
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Reschenhofer, Erhard
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Venetis, Ioannis
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González, Arteche
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Lee, Jin
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Martin, Gael M.
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María, Jesús
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Beran, Jan
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Chen, Yen-Hung
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Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales
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Selection of the number of frequencies using bootstrap techniques in
log-periodogram
regression
González, Arteche
;
María, Jesús
;
Lizundia, Orbe
; …
-
Departamento de Economía Aplicada III (Econometría y …
-
2008
The choice of the bandwidth in the local
log-periodogram
regression
is of crucial importance for estimation of the …
Persistent link: https://www.econbiz.de/10005650108
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