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Econometrics Paper
A Parametric Bootstrap Test for Cycles Violetta Dalla and Javier Hidalgo
February 2005
Paper No' EM/2005/486:
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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:
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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:
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Tags: long memory; spectral density matrix; spectral estimation; weighted autocovariance