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Econometrics Paper
Nonparametric Spectrum Estimation for Spatial Data Peter M Robinson
February 2006
Paper No' EM/2006/498:
Read Abstract | Full Paper (pdf)

JEL Classification: C22


Tags: nonparametric spectrum estimation; edge effect; tapering.

Econometrics Paper
Modified Whittle Estimation of Multilateral Models on a Lattice Peter M Robinson and J Vidal Sanz
June 2005
Paper No' EM/2005/492:
Read Abstract | Full Paper (pdf)

JEL Classification: C13


Tags: spatial data; multilateral modelling; whittle estimation; edge effect; consistent variance estimation