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Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation

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Author Info
Patrik Guggenberger (University of California, Los Angeles)
Yixiao Sun (University of California, San Diego)
Abstract

In this paper, we introduce a new, computationally attractive estimator of long memory by taking a weighted average of the GPH or local Whittle estimator over different bandwidths. We show that the new estimator can be designed to have the same asymptotic bias properties as the bias-reduced estimators of Andrews and Guggenberger (2003) or Andrews and Sun (2004) but its asymptotic variance is smaller than that of the latter estimators. We establish the asymptotic bias, variance, and mean-squared error of the weighted estimators, and show their asymptotic normality. Furthermore, we introduce a data-dependent adaptive procedure for selecting r, the number of bias terms to be eliminated, and the bandwidth m and show that up to a logarithmic factor, the resulting adaptive weighted estimator achieves the optimal rate of convergence. A Monte-Carlo study shows that the adaptive weighted estimator compares very favorably to several other adaptive estimators.

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Paper provided by Department of Economics, UC San Diego in its series University of California at San Diego, Economics Working Paper Series with number 2004-14.

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Date of creation: 01 Nov 2004
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Handle: RePEc:cdl:ucsdec:2004-14

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Related research
Keywords: Adaptive Estimation; Asymptotic Bias; Asymptotic Normality; Bias Reduction; Frequency Domain; Long-Range Dependence; Rate of Convergence;

References listed on IDEAS
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  1. Chang Sik Kim & Peter C.B. Phillips, 2006. "Log Periodogram Regression: The Nonstationary Case," Cowles Foundation Discussion Papers 1587, Cowles Foundation, Yale University. [Downloadable!]
  2. Donald W. K. Andrews & Yixiao Sun, 2004. "Adaptive Local Polynomial Whittle Estimation of Long-range Dependence," Econometrica, Econometric Society, vol. 72(2), pages 569-614, 03. [Downloadable!] (restricted)
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  3. Donald W. K. Andrews & Patrik Guggenberger, 2003. "A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter," Econometrica, Econometric Society, vol. 71(2), pages 675-712, March. [Downloadable!] (restricted)
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  4. Velasco, Carlos, 1999. "Non-stationary log-periodogram regression," Journal of Econometrics, Elsevier, vol. 91(2), pages 325-371, August. [Downloadable!] (restricted)
  5. Katsumi Shimotsu & Peter C.B. Phillips, 2002. "Exact Local Whittle Estimation of Fractional Integration," Economics Discussion Papers 535, University of Essex, Department of Economics. [Downloadable!]
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  6. Lobato, Ignacio N., 1999. "A semiparametric two-step estimator in a multivariate long memory model," Journal of Econometrics, Elsevier, vol. 90(1), pages 129-153, May. [Downloadable!] (restricted)
  7. Katsumi Shimotsu & Peter C.B. Phillips, 2000. "Local Whittle Estimation in Nonstationary and Unit Root Cases," Cowles Foundation Discussion Papers 1266, Cowles Foundation, Yale University, revised Sep 2003. [Downloadable!]
  8. Peter M Robinson & Carlos Velasco, 2000. "Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now published in Journal of the American Statistical Association, 95, (2000), pp.1229-1243.)," STICERD - Econometrics Paper Series /2000/391, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
  9. Robinson, Peter M. & Henry, Marc, 2003. "Higher-order kernel semiparametric M-estimation of long memory," Journal of Econometrics, Elsevier, vol. 114(1), pages 1-27, May. [Downloadable!] (restricted)
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