Sieve inference on semi-nonparametric time series models
Year of publication: |
2012
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Authors: | Chen, Xiaohong ; Liao, Zhipeng ; Sun, Yixiao |
Publisher: |
London : Centre for Microdata Methods and Practice |
Subject: | Weak Dependence | Sieve M Estimation | Sieve Riesz Representor | Irregular Functional | Misspecification | Pre-asymptotic Variance | Orthogonal Series Long Run Variance Estimation | F Distribution | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | Online-Ressource (PDF-Datei: 53 S., 1053 KB) graph. Darst. |
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Series: | CEMMAP working papers / Centre for Microdata Methods and Practice. - London : [Verlag nicht ermittelbar], ISSN 1753-9196, ZDB-ID 2106928-1. - Vol. 06/12 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.1920/wp.cem.2012.0612 [DOI] hdl:10419/64726 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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