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  • Search: subject:"Uniform weak convergence"
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Subject
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Integrated process 1 Local time 1 Nonlinear regression 1 Uniform weak convergence 1 Weak identification 1
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Free 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Phillips, Peter C. B. 1 Shi, Xiaoxia 1
Institution
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Cowles Foundation for Research in Economics, Yale University 1
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Cowles Foundation Discussion Papers 1
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RePEc 1
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Nonlinear Cointegrating Regression under Weak Identification
Shi, Xiaoxia; Phillips, Peter C. B. - Cowles Foundation for Research in Economics, Yale University - 2010
results showing the uniform weak convergence of sample covariances involving nonlinear functions to mixed normal and …
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