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Gaussian Estimation of Parametric Spectral Density with Unknown Pole

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Author Info
Liudas Giraitis
Javier Hidalgo
Peter M Robinson

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Abstract

We consider a parametric spectral density with power-law behaviour about a fractional pole at the unknown frequency w. The case of unknown w, especially w = 0, is standard in the long memory literature. When w is unknown, asymptotic distribution theory for estimates of parameters, including the (long) memory parameter, is significantly harder. We study a form of Gaussian estimate. We establsih n-consistency of the estimate of w, and discuss its (non-standard) limiting distributional behaviour. For the remaining parameter estimates, we establish Vn-consistency and asymptotic normality.

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File URL: http://sticerd.lse.ac.uk/dps/em/em424.pdf
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Publisher Info
Paper provided by Suntory and Toyota International Centres for Economics and Related Disciplines, LSE in its series STICERD - Econometrics Paper Series with number /2001/424.

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Date of creation: Aug 2001
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Handle: RePEc:cep:stiecm:/2001/424

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Web page: http://sticerd.lse.ac.uk/publications/

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Related research
Keywords: Long-range dependence unknown pole.

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  1. Miguel A. Delgado & Javier Hidalgo & Carlos Velasco, 2005. "Distribution Free Goodness-of-Fit Tests for Linear Processes," STICERD - Econometrics Paper Series /2005/482, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
  2. Javier Hidalgo, 2003. "A Bootstrap Causality Test for Covariance Stationary Processes," STICERD - Econometrics Paper Series /2003/462, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
    Other versions:
  3. Javier Hidalgo, 2003. "An Alternative Bootstrap to Moving Blocks for Time Series Regression Models," STICERD - Econometrics Paper Series /2003/452, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
    Other versions:
  4. Giovanni Caggiano & Efrem Castelnuovo, 2008. "Long Memory and Non-Linearities in International Inflation," "Marco Fanno" Working Papers 0076, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
  5. Javier Hidalgo, 2005. "Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole," STICERD - Econometrics Paper Series /2005/481, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
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This page was last updated on 2008-7-1.


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