Sieve inference on semi-nonparametric time series models
Year of publication: |
2012
|
---|---|
Authors: | Chen, Xiaohong ; Liao, Zhipeng ; Sun, Yixiao |
Publisher: |
London : Centre for Microdata Methods and Practice (cemmap) |
Subject: | Weak Dependence | Sieve M Estimation | Sieve Riesz Representor | Irregular Functional | Misspecification | Pre-asymptotic Variance | Orthogonal Series Long Run Variance Estimation | F Distribution |
Series: | cemmap working paper ; CWP06/12 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.1920/wp.cem.2012.0612 [DOI] 687988519 [GVK] hdl:10419/64726 [Handle] RePEc:ifs:cemmap:06/12 [RePEc] |
Source: |
-
Sieve Inference on Semi-nonparametric Time Series Models
Chen, Xiaohong, (2012)
-
Sieve inference on semi-nonparametric time series models
Chen, Xiaohong, (2012)
-
Sieve inference on possibly misspecified semi-nonparametric time series models
Chen, Xiaohong, (2014)
- More ...
-
Sieve inference on possibly misspecified semi-nonparametric time series models
Chen, Xiaohong, (2014)
-
Sieve Inference on Semi-nonparametric Time Series Models
Chen, Xiaohong, (2012)
-
Sieve inference on semi-nonparametric time series models
Chen, Xiaohong, (2012)
- More ...