Some new asymptotic theory for least squares series : pointwise and uniform results
Alexandre Belloni; Victor Chernozhukov; Denis Chetverikov; Kengo Kato
| Year of publication: |
2015
|
|---|---|
| Authors: | Belloni, Alexandre ; Chernozhukov, Victor ; Chetverikov, Denis ; Kato, Kengo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 186.2015, 2, p. 345-366
|
| Subject: | Least squares series | Strong approximations | Uniform confidence bands | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method | Zeitreihenanalyse | Time series analysis |
| 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/10011349460