RATS program to demonstrate bootstrapping spectral density estimates

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: 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.

Language: RATS
Requires: RATS 8.00
Keywords: Bootstrapping; spectral density (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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https://www.estima.com/procs_perl/bootspectrum.rpf (text/plain)

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