Sieve Inference on Semi-nonparametric Time Series Models
Year of publication: |
2012-02
|
---|---|
Authors: | Chen, Xiaohong ; Liao, Zhipeng ; Sun, Yixiao |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Weak dependence | Sieve M estimation | Sieve Riesz representor | Irregular functional | Misspecification | Pre-asymptotic variance | Orthogonal series long run variance estimation | F distribution |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | CFP 1401 Published in Journal of Econometrics (January 2014), 178(3): 639-658 The price is None Number 1849 54 pages |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; C32 - Time-Series Models |
Source: |
-
Sieve inference on semi-nonparametric time series models
Chen, Xiaohong, (2012)
-
Sieve inference on semi-nonparametric time series models
Chen, Xiaohong, (2012)
-
Sieve inference on possibly misspecified semi-nonparametric time series models
Chen, Xiaohong, (2014)
- More ...
-
Asymptotic Efficiency of Semiparametric Two-step GMM
Chen, Xiaohong, (2012)
-
Sieve inference on semi-nonparametric time series models
Chen, Xiaohong, (2012)
-
Sieve inference on possibly misspecified semi-nonparametric time series models
Chen, Xiaohong, (2014)
- More ...