The truncation point is about 
, where N is the sample size. However, using different lag windows does not qualitatively change the results.
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Merger Cycles: A Frequency Domain Approach†
Article first published online: 25 JAN 2012
DOI: 10.1111/j.1468-0084.2012.00691.x
© Blackwell Publishing Ltd and the Department of Economics, University of Oxford 2012
Additional Information
How to Cite
Kastrinaki, Z. and Stoneman, P. (2013), Merger Cycles: A Frequency Domain Approach. Oxford Bulletin of Economics and Statistics, 75: 259–275. doi: 10.1111/j.1468-0084.2012.00691.x
- †
We would like to thank Michael Waterson, Dimitris Politis and Bertrand Candelon as well as two referees and the editors of this journal for helpful comments on earlier drafts. We would also like to thank Christos Savva for his advice on the use of Gauss in ‡. Of course, all errors that remain are the responsibilities of the authors alone.
Publication History
- Issue published online: 4 MAR 2013
- Article first published online: 25 JAN 2012
- Final Manuscript Received: December 2011
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