Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Year of publication: |
2002
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Authors: | Birgean, Ionel ; Kilian, Lutz |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 21.2002, 4, p. 449-476
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Subject: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Monte-Carlo-Simulation | Monte Carlo simulation | Experiment | Wirtschaftsindikator | Economic indicator | Theorie | Theory | Autokorrelation | Autocorrelation | Statistische Verteilung | Statistical distribution |
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