![]() | |
![]() | Cookies? |
| |||||||
![]() | ![]() | ![]() | ![]() | ![]() | |||
![]() |
Abstract:![]()
Econometrics Paper
Nonparametric Spectrum Estimation for Spatial Data Peter M Robinson February 2006 Paper No' EM/2006/498: Full Paper ![]() Smoothed nonparametric kernel spectral density estimates are considered for stationary data observed on a d-dimensional lattice. The implications for edge effect bias of the choice of kernel and bandwidth are considered. Under some circumstances the bias can be dominated by the edge effect. We show that this problem can be mitigated by tapering. Some extensions and related issues are discussed. MSC: 62M30, 62M15 C22 |
![]() |
| ||||
Copyright © STICERD & LSE 2015
- 2019
| LSE, Houghton Street, London WC2A 2AE | Tel: +44(0)20 7955 6699 | Email: STICERD@lse.ac.uk | Site updated 07 December 2019
|