Similar Search Results

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

Chen, Xiaohong; Christensen, Timothy M. - In: Journal of econometrics 188 (2015) 2, pp. 447-465

Persistent link: https://www.econbiz.de/10011503628

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

Chen, Xiaohong; Christensen, Timothy M. - 2014 - Rev.

We show that spline and wavelet series regression estimators for weakly dependent regressors attain the optimal uniform (i.e. sup-norm) convergence rate (n= log n)..p=(2p+d) of Stone (1982), where d is the number of regressors and p is the smoothness of the regression function. The optimal rate...

Persistent link: https://www.econbiz.de/10010458629

Optimal uniform convergence rates for sieve nonparametric instrumental variables regression

Chen, Xiaohong; Christensen, Timothy M. - 2013

Persistent link: https://www.econbiz.de/10010199075

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

Chen, Xiaohong; Christensen, Timothy M. - 2014

Persistent link: https://www.econbiz.de/10010470615