Sieve inference on possibly misspecified semi-nonparametric time series models
Xiaohong Chen; Zhipeng Liao; Yixiao Sun
| Year of publication: |
2014
|
|---|---|
| Authors: | Chen, Xiaohong ; Liao, Zhipeng ; Sun, Yixiao |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 639-658
|
| Subject: | Sieve MM estimation | Sieve Riesz representer | Irregular functional | Pre-asymptotic variance | Orthonormal series long run variance estimation | FF distribution | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010257367