Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions (2015)

First Author: Chen X
Attributed to:  Centre for the Microeconomic Analysis of Public Policy (CPP) funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2015.03.010

Publication URI: http://dx.doi.org/10.1016/j.jeconom.2015.03.010

Type: Journal Article/Review

Parent Publication: Journal of Econometrics

Issue: 2