Pages that link to "Item:Q3747573"
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The following pages link to DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE (Q3747573):
Displaying 40 items.
- Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
- Using \(M\)-type smoothing splines to estimate the spectral density of a stationary time series (Q449934) (← links)
- Testing temporal constancy of the spectral structure of a time series (Q605893) (← links)
- Estimation of integrated squared spectral density derivatives (Q758070) (← links)
- Bootstrap long memory processes in the frequency domain (Q820805) (← links)
- Principal component analysis using frequency components of multivariate time series (Q830499) (← links)
- Investigating time-variation in the marginal predictive power of the yield spread (Q844643) (← links)
- Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion (Q850743) (← links)
- A frequency-domain based test for non-correlation between stationary time series (Q870508) (← links)
- Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors (Q899509) (← links)
- Bootstrapping spectra: methods, comparisons and application to knock data (Q985462) (← links)
- On nonparametric and semiparametric testing for multivariate linear time series (Q1043750) (← links)
- Frequency domain inference for univariate impulse responses (Q1292332) (← links)
- Autoregressive-aided periodogram bootstrap for time series (Q1430916) (← links)
- Adaptive bandwidth selection in the long run covariance estimator of functional time series (Q1659158) (← links)
- An invariance property of optimal spectral bandwidths (Q1903183) (← links)
- Do TFP and the relative price of investment share a common I(1) component? (Q1994606) (← links)
- Testing equality of spectral density operators for functional processes (Q2078561) (← links)
- Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263) (← links)
- A test for second order stationarity of a multivariate time series (Q2343767) (← links)
- Testing equality of spectral densities using randomization techniques (Q2348723) (← links)
- A test for stationarity based on empirical processes (Q2435258) (← links)
- On testing for serial correlation of unknown form using wavelet thresholding (Q2445707) (← links)
- Testing for serial correlation of unknown form in cointegrated time series models (Q2501358) (← links)
- Hybrid bootstrap aided unit root testing (Q2512760) (← links)
- Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities (Q2920284) (← links)
- Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes (Q3077773) (← links)
- Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence (Q3390616) (← links)
- Bootstrap-based evaluation of markov-switching time series models (Q4211360) (← links)
- Recent developments in bootstrapping time series (Q4493472) (← links)
- Optimal window width choice in spectral density estimation (Q4514543) (← links)
- The Hybrid Wild Bootstrap for Time Series (Q4648552) (← links)
- DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY (Q4817434) (← links)
- On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators (Q4976477) (← links)
- Spectral methods for small sample time series: A complete periodogram approach (Q5012855) (← links)
- A robust test for serial correlation in panel data models (Q5040543) (← links)
- Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis (Q5259152) (← links)
- Estimating weak periodic vector autoregressive time series (Q6064239) (← links)
- Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain (Q6135335) (← links)
- Factor modeling of multivariate time series: a frequency components approach (Q6168122) (← links)
