Search Results - subject:"Discrete Fourier transformation"

Inference without smoothing for large panels with cross-sectional and temporal dependence

Hidalgo, Javier; Schafgans, Marcia M. A. - In: Journal of econometrics 223 (2021) 1, pp. 125-160

Persistent link: https://www.econbiz.de/10012619963

A fast algorithm for the computation of HAC covariance matrix estimators

Heberle, Jochen; Sattarhoff, Cristina - In: Econometrics 5 (2017) 1, pp. 1-16

This paper considers the algorithmic implementation of the heteroskedasticity and autocorrelation consistent (HAC) estimation problem for covariance matrices of parameter estimators. We introduce a new algorithm, mainly based on the fast Fourier transform, and show via computer simulation that...

Persistent link: https://www.econbiz.de/10011755358

Inference without smoothing for large panels with cross-sectional and temporal dependence

Hidalgo, Javier; Schafgans, Marcia M. A. - 2017

Persistent link: https://www.econbiz.de/10011889214

A fast algorithm for the computation of HAC covariance matrix estimators

Heberle, Jochen; Sattarhoff, Cristina - In: Econometrics : open access journal 5 (2017) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011653828

The discrete Fourier transformation for seasonality and anomaly detection of an application to rare data

Collins Jackson, Aryana; Lacey, Seán - In: Data Technologies and Applications 54 (2020) 2, pp. 121-132

Purpose The discrete Fourier transformation (DFT) has been proven to be a successful method for determining whether a …

Persistent link: https://www.econbiz.de/10014712796