A parametric bootstrap test for cycles
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Publication:265115
DOI10.1016/J.JECONOM.2004.09.008zbMATH Open1336.62112OpenAlexW3122271762MaRDI QIDQ265115FDOQ265115
Javier Hidalgo, Violetta Dalla
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/
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Cited In (10)
- Estimation of fractional integration under temporal aggregation
- A bivariate fractionally cointegrated relationship in the context of cyclical structures
- Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models
- Modelling cycles in climate series: the fractional sinusoidal waveform process
- A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue
- Unemployment and entrepreneurship: a cyclical relation?
- TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN
- Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials
- Modelling structural breaks, long memory and stock market volatility: an overview
- The cyclical structure of the UK inflation rate: 1210--2016
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