Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) LSE RSS Contact Us YouTube Twitter

Search by Keyword:
You searched for "spectral density"

Econometrics Paper
A Parametric Bootstrap Test for Cycles Violetta Dalla and Javier Hidalgo
February 2005
Paper No' EM/2005/486:
Read Abstract | Full Paper (pdf)

JEL Classification: C15; C22


Tags: cyclical data; strong and weak dependence; spectral density functions; whittle estimator; bootstrap algorithms

Econometrics Paper
Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole Javier Hidalgo
January 2005
Paper No' EM/2005/481:
Read Abstract | Full Paper (pdf)

JEL Classification: C14; G22


Tags: spectral density estimation; long memory processes; gaussian processes

Econometrics Paper
Spectral Analysis for Bivariate Time Series with Long Memory - (Now published in 'Econometric Theory',12 (1997)pp.773-792.) Javier Hidalgo February 1996
Paper No' EM/1996/295:
Read Abstract |

Tags: long memory; spectral density matrix; spectral estimation; weighted autocovariance