Modelling for the Wavelet Coefficients of ARFIMA Processes
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References listed on IDEAS
- Evi Pappa, 2009. "The Effects Of Fiscal Shocks On Employment And The Real Wage," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(1), pages 217-244, February.
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Keywordsdiscrete wavelet transform; long memory process; spectral density function;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-04-06 (All new papers)
- NEP-CWA-2013-04-06 (Central & Western Asia)
- NEP-ECM-2013-04-06 (Econometrics)
- NEP-ETS-2013-04-06 (Econometric Time Series)
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