Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 오만숙 | * |
dc.contributor.author | 신동완 | * |
dc.date.accessioned | 2016-08-28T11:08:39Z | - |
dc.date.available | 2016-08-28T11:08:39Z | - |
dc.date.issued | 2002 | * |
dc.identifier.issn | 0165-1765 | * |
dc.identifier.other | OAK-12598 | * |
dc.identifier.uri | https://dspace.ewha.ac.kr/handle/2015.oak/228696 | - |
dc.description.abstract | A new kernel for estimating long-run variances of stationary seasonal time series is proposed. The proposed kernel has an oscillating pattern which is in harmony with that of the autocovariance functions of seasonal time series. A Monte-Carlo experiment shows that the estimator based on the proposed kernel outperforms estimators based on existing kernels such as the Bartlett kernel, Parzen kernel, and Turkey-Hanning kernel for two typical monthly time series processes with moderate autocorrelations. © 2002 Elsevier Science B.V. All rights reserved. | * |
dc.language | English | * |
dc.title | A new kernel for long-run variance estimates in seasonal time series models | * |
dc.type | Article | * |
dc.relation.issue | 2 | * |
dc.relation.volume | 76 | * |
dc.relation.index | SSCI | * |
dc.relation.index | SCOPUS | * |
dc.relation.startpage | 165 | * |
dc.relation.lastpage | 171 | * |
dc.relation.journaltitle | Economics Letters | * |
dc.identifier.doi | 10.1016/S0165-1765(02)00048-4 | * |
dc.identifier.scopusid | 2-s2.0-0035997443 | * |
dc.author.google | Shin D.W. | * |
dc.author.google | Oh M.-S. | * |
dc.contributor.scopusid | 오만숙(7201600334) | * |
dc.contributor.scopusid | 신동완(7403352539) | * |
dc.date.modifydate | 20240116115756 | * |