Work

Frequency domain local bootstrap in short and long memory time series

Year: 2024

Type: article

Source: Econometric Reviews

DOI: 10.1080/07474938.2024.2401719

Author: Josu Arteche

Institution: University of the Basque Country

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Ministerio de Ciencia, Innovación y Universidades, Eusko Jaurlaritza, Ministerio de Ciencia e Innovación, Fundação para a Ciência e a Tecnologia

Awards: G2747649760, Unidade de Investigação em Desenvolvimento Empresarial - UNIDE, G3060870383, G8101806503

OpenAlex ID: W4403340951

FWCI: 0.356

Cites: 32

Cited by: 1

Related to: 10