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Long Run Variance Estimation Using Steep Origin Kernels without Truncation

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Author Info
Peter C.B. Phillips () (Cowles Foundation, Yale University)
Yixiao Sun (Dept. Economics, UCLA San Diego)
Sainan Jin (Yale University)

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Abstract

A new class of kernel estimates is proposed for long run variance (LRV) and heteroskedastic autocorrelation consistent (HAC) estimation. The kernels are called steep origin kernels and are related to a class of sharp origin kernels explored by the authors (2003) in other work. They are constructed by exponentiating a mother kernel (a conventional lag kernel that is smooth at the origin) and they can be used without truncation or bandwidth parameters. When the exponent is passed to infinity with the sample size, these kernels produce consistent LRV/HAC estimates. The new estimates are shown to have limit normal distributions, and formulae for the asymptotic bias and variance are derived. With steep origin kernel estimation, bandwidth selection is replaced by exponent selection and data-based selection is possible. Rules for exponent selection based on minimum mean squared error (MSE) criteria are developed. Optimal rates for steep origin kernels that are based on exponentiating quadratic kernels are shown to be faster than those based on exponentiating the Bartlett kernel, which produces the sharp origin kernel. It is further shown that, unlike conventional kernel estimation where an optimal choice of kernel is possible in terms of MSE criteria (Priestley, 1962; Andrews, 1991), steep origin kernels are asymptotically MSE equivalent, so that choice of mother kernel does not matter asymptotically. The approach is extended to spectral estimation at frequencies omega <_ 0. Some simulation evidence is reported detailing the finite sample performance of steep kernel methods in LRV/HAC estimation and robust regression testing in comparison with sharp kernel and conventional (truncated) kernel methods.

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Publisher Info
Paper provided by Cowles Foundation, Yale University in its series Cowles Foundation Discussion Papers with number 1437.

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Length: 47 pages
Date of creation: Sep 2003
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Publication status: Published in Journal of Statistical Planning and Inference (2007), 137: 985-1023
Handle: RePEc:cwl:cwldpp:1437

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Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA

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Related research
Keywords: Exponentiated kernel; Lag kernel; Long run variance; Optimal exponent; Spectral window; Spectrum;

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Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions

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  1. Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde, 2006. "Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise," Economics Series Working Papers 264, University of Oxford, Department of Economics. [Downloadable!]
    Other versions:
  2. Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2005. "Improved HAR Inference," Cowles Foundation Discussion Papers 1513, Cowles Foundation, Yale University. [Downloadable!]
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