Sieve inference on possibly misspecified semi-nonparametric time series models
Year of publication: |
2014
|
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Authors: | Chen, Xiaohong ; Liao, Zhipeng ; Sun, Yixiao |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 639-658
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Subject: | Sieve MM estimation | Sieve Riesz representer | Irregular functional | Pre-asymptotic variance | Orthonormal series long run variance estimation | FF distribution | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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