Robinson, Peter M. (2006) Nonparametric spectrum estimation for spatial data. EM/06/498. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.
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Abstract
Smoothed nonparametric kernel spectral density estimates are considered for stationary data observed on a d-dimensional lattice. The implications for edge effect bias of the choice of kernel and bandwidth are considered. Under some circumstances the bias can be dominated by the edge effect. We show that this problem can be mitigated by tapering. Some extensions and related issues are discussed.
| Item Type: | Monograph (Discussion Paper) |
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| Official URL: | http://sticerd.lse.ac.uk |
| Additional Information: | © 2006 the author |
| Library of Congress subject classification: | H Social Sciences > HB Economic Theory |
| Journal of Economic Literature Classification System: | C - Mathematical and Quantitative Methods > C2 - Econometric Methods: Single Equation Models; Single Variables > C22 - Time-Series Models |
| Sets: | Collections > Economists Online Departments > Economics Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) |
| Identification Number: | EM/06/498 |
| Date Deposited: | 28 Apr 2008 16:13 |
| URL: | http://eprints.lse.ac.uk/4543/ |
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