Asymptotic normality and consistency of semi-nonparametric regression estimators using an upward F test truncation rule
Year of publication: |
1991
|
---|---|
Authors: | Eastwood, Brian J. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 48.1991, 1, p. 151-181
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
- More ...
-
Adaptive truncation rules for seminonparametric estimators that achieve asymptotic normality
Eastwood, Brian J., (1987)
-
Adaptive rules for seminonparametric estimators that achieve asymptotic normality
Eastwood, Brian J., (1991)
-
Eastwood, Brian J., (1991)
- More ...