A parametric bootstrap test for cycles

Journal of Econometrics

Volumn 129, Issue 1-2, 2005, Pages 219-261

  Dalla, Violetta ^a   Hidalgo, Javier ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Bootstrap algorithms; Cyclical data; Spectral density function; Strong and weak dependence; Whittle estimator

Indexed keywords

ALGORITHMS; FREQUENCY DOMAIN ANALYSIS; LINEAR SYSTEMS; MONTE CARLO METHODS; TIME DOMAIN ANALYSIS;

BOOTSTRAP ALGORITHMS; CYCLICAL DATA; SPECTRAL DENSITY FUNCTION; STRONG AND WEAK DEPENDENCE; WHITTLE ESTIMATOR;

STATISTICAL TESTS;

EID: 26844524330     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2004.09.008     Document Type: Article

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