A parametric bootstrap test for cycles
From MaRDI portal
Publication:265115
DOI10.1016/j.jeconom.2004.09.008zbMath1336.62112OpenAlexW3122271762MaRDI QIDQ265115
Violetta Dalla, Javier Hidalgo
Publication date: 1 April 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/6829/
Whittle estimatorbootstrap algorithmscyclical dataspectral density functionstrong and weak dependence
Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)
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