Regression Asymptotics Using Martingale Convergence Methods
Year of publication: |
2004-07
|
---|---|
Authors: | Ibragimov, Rustam ; Phillips, Peter C.B. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Semimartingale | martingale | convergence | stochastic integrals | bilinear forms | multilinear forms | U-statistics | unit root | stationarity | Brownian motion | invariance principle | unification |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | CFP 1245. Published in Econometric Theory (August 2008), 24(4): 888-947 The price is None Number 1473 42 pages |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C32 - Time-Series Models |
Source: |
-
Regression Asymptotics Using Martingale Convergence Methods
Ibragimov, Rustam Ju., (2004)
-
Random walk or chaos: A formal test on the Lyapunov exponent
Park, Joon Y., (2012)
-
Finite-Sample Stability of the KPSS Test
Jönsson, Kristian, (2006)
- More ...
-
REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS
Ibragimov, Rustam, (2008)
-
Regression asymptotics using martingale convergence methods.
Ibragimov, Rustam, (2008)
-
REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS
Ibragimov, Rustam, (2008)
- More ...