Robinson, Peter M. (2006) Nonparametric spectrum estimation for spatial data. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
|
PDF
Download (232kB) | Preview |
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) |
|---|---|
| Official URL: | http://sticerd.lse.ac.uk |
| Additional Information: | © 2006 the author |
| Divisions: | Economics STICERD |
| Subjects: | H Social Sciences > HB Economic Theory |
| JEL classification: | C - Mathematical and Quantitative Methods > C2 - Econometric Methods: Single Equation Models; Single Variables > C22 - Time-Series Models |
| Date Deposited: | 28 Apr 2008 16:13 |
| Last Modified: | 15 Sep 2023 23:06 |
| URI: | http://eprints.lse.ac.uk/id/eprint/4543 |
Actions (login required)
 |
View Item |
Download Statistics
Download Statistics