Smoothed nonparametric kernel spectral density estimates areconsidered for stationary data observed on a d-dimensional lattice.The implications for edge effect bias of the choice of kernel andbandwidth are considered. Under some circumstances the bias canbe dominated by the edge effect. We show that this problem can bemitigated by tapering. Some extensions and related issues arediscussed.MSC: 62M30, 62M15 C22
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Paper provided by Suntory and Toyota International Centres for Economics and Related Disciplines, LSE in its series STICERD - Econometrics Paper Series with number
/2006/498.
Find related papers by JEL classification: C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models
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