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A uniform law of large numbers for dependent and heterogenous data processes
Pötscher, Benedikt M. - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 3, pp. 675-683
Persistent link: https://www.econbiz.de/10001067723
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Lower risk bounds and properties of confidence sets for ill-posed estimation problems with applications to spectral density and persistence estimation, unit roots, and estimation o...
Pötscher, Benedikt M. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 3, pp. 1035-1065
Persistent link: https://www.econbiz.de/10001688015
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Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation o...
Pötscher, Benedikt M. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 3, pp. 1035-1066
Persistent link: https://www.econbiz.de/10006768329