Search Results - subject:"Convergence rates"

The effects of fiscal policy shocks on the business environment

Dobrotă, Gabriela; Voda, Alina Daniela; Dumitrașcu, … - In: Journal of business economics and management 22 (2021) 4, pp. 1084-1103

distributed lag model (ARDL) has been applied in order to obtain the convergence rates to equilibrium with a clear analysis of the …

Persistent link: https://www.econbiz.de/10013256485

The effects of fiscal policy shocks on the business environment

Dobrotă, Gabriela; Voda, Alina Daniela; Dumitrașcu, … - In: Journal of Business Economics and Management (JBEM) 22 (2021) 4, pp. 1084-1103

distributed lag model (ARDL) has been applied in order to obtain the convergence rates to equilibrium with a clear analysis of the …

Persistent link: https://www.econbiz.de/10015401241

Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models

Dong, Chaohua; Gao, Jiti; Tjostheim, Dag - Department of Econometrics and Business Statistics, … - 2014

convergence rates of the estimators for the single-index models and a trio of convergence rates for the partially linear single …, the estimators of the index vector for the partially single-index model retain the dual convergence rates as in the single …

Persistent link: https://www.econbiz.de/10010958956

Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression

Chen, Xiaohong; Christensen, Timothy M. - In: Quantitative Economics 9 (2018) 1, pp. 39-84

) estimation and inference on a structural function h0 and functionals of h0 .First, we derive sup-norm convergence rates for …

Persistent link: https://www.econbiz.de/10011995512

Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression

Chen, Xiaohong; Christensen, Timothy M. - In: Quantitative economics : QE ; journal of the … 9 (2018) 1, pp. 39-84

This paper makes several important contributions to the literature about non- parametric instrumental variables (NPIV ) estimation and inference on a structural function h 0 and functionals of h 0 .First,wederivesup-normconvergence rates for computationally simple sieve NPIV (series two-stage...

Persistent link: https://www.econbiz.de/10011884399