DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY (Q4817434)
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scientific article; zbMATH DE number 2102317
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| English | DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY |
scientific article; zbMATH DE number 2102317 |
Statements
DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY (English)
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22 September 2004
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business cycle measurement
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model identification
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periodogram smoothing
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autocovariance smoothing
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autoregressive sieve
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bandwidth selection
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0.7856568098068237
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0.7802911996841431
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0.773780345916748
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0.7737798094749451
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0.7631321549415588
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