RATS program to demonstrate bootstrapping spectral density estimates
Tom Doan ()
Statistical Software Components from Boston College Department of Economics
Example of bootstrapping a spectral density. Algorithm from Franke and Hardle(1992) "On Bootstrapping Kernel Spectral Estimates", Annals of Statistics, vol. 20, no 1, 121-145.
Requires: RATS 8.00
Keywords: Bootstrapping; spectral density (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See http://www.estima.com/ratsfiletypes.shtml
References: Add references at CitEc
Citations Track citations by RSS feed
Downloads: (external link)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:rtz00023
Ordering information: This software item can be ordered from
Access Statistics for this software item
More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().