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On bootstrapping Kernel spectral estimates

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Author Info
Franke,J.
Haerdle,W. (Franke:University of Berlin Haerdle:University of Bonn)

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Abstract

No abstract is available for this item.

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Publisher Info
Paper provided by University of Bonn, Germany in its series Discussion Paper Serie A with number 121.

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Date of creation: Jun 1987
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Handle: RePEc:bon:bonsfa:121

Contact details of provider:
Postal: Bonn Graduate School of Economics, University of Bonn, Adenauerallee 24 - 26, 53113 Bonn, Germany
Fax: +49 228 73 9221
Web page: http://www.bgse.uni-bonn.de/index.php?id=517

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Related research
Keywords: Bootstrap; Spectral estimation; Kernel spectrum estimates; Bandwidth selection;

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  1. Carlos Velasco & Ignacio N. Lobato, 2004. "A simple and general test for white noise," Econometric Society 2004 Latin American Meetings 112, Econometric Society. [Downloadable!]
  2. Fortin, Ines & Kuzmics, Christoph, 1999. "Optimal Bandwidth Selection in Non-Parametric Spectral Density Estimation," Economics Series 62, Institute for Advanced Studies. [Downloadable!]
  3. Luca Benati, . "Evolving post-World War II UK economic performance," Bank of England working papers 232, Bank of England. [Downloadable!]
    Other versions:
  4. Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1995. "Dynamic Equilibrium Economies: A Framework for Comparing Models and Data," NBER Technical Working Papers 0174, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  5. Li, Youwei & Donkers, Bas & Melenberg, Bertrand, 2006. "The non- and semiparametric analysis of MS models : some applications," Discussion Paper 95, Tilburg University, Center for Economic Research. [Downloadable!]
  6. Luca Benati & Paolo Surico, 2006. "The Great Moderation and the ‘Bernanke Conjecture’," Computing in Economics and Finance 2006 158, Society for Computational Economics. [Downloadable!]
  7. W. Härdle & S. Huet & E. Jolivet, . "Better Bootstrap Confidence Intervals for Curve Estimation," Sonderforschungsbereich 373 1994-27, Humboldt Universitaet Berlin.
Statistics
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This page was last updated on 2009-12-11.


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