Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
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- Javier Hidalgo & Pedro Souza & Pedro Souza, 2013.
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563, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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- Javier Hidalgo & Jungyoon Lee, 2014. "A Cusum Test of Common Trends in Large Heterogeneous Panels," STICERD - Econometrics Paper Series 576, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Preuß, Philip & Hildebrandt, Thimo, 2013. "Comparing spectral densities of stationary time series with unequal sample sizes," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1174-1183.
- repec:cep:stiecm:/2014/576 is not listed on IDEAS
- Dette, Holger & Hildebrandt, Thimo, 2012. "A note on testing hypotheses for stationary processes in the frequency domain," Journal of Multivariate Analysis, Elsevier, vol. 104(1), pages 101-114, February.
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