The truncation point is about , where N is the sample size. However, using different lag windows does not qualitatively change the results.
Merger Cycles: A Frequency Domain Approach*
Version of Record online: 25 JAN 2012
© Blackwell Publishing Ltd and the Department of Economics, University of Oxford 2012
Oxford Bulletin of Economics and Statistics
Volume 75, Issue 2, pages 259–275, April 2013
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 section III. Of course, all errors that remain are the responsibilities of the authors alone.
- Issue online: 4 MAR 2013
- Version of Record online: 25 JAN 2012
- Final Manuscript Received: December 2011
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!