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Central limit and functional central limit theorems for Hilbert-valued dependent heterogeneous arrays with applications

Chen, Xiaohong - In: Econometric theory 14 (1998) 2, pp. 260-284

Persistent link: https://www.econbiz.de/10001245306

Central limit and functional central limit theorems for Hilbert space-valued dependent processes

Chen, Xiaohong; White, Halbert - 1992

Persistent link: https://www.econbiz.de/10000853606

Time-series estimation of the effects of natural experiments

White, Halbert - In: Journal of econometrics 135 (2006) 1/2, pp. 527-566

Persistent link: https://www.econbiz.de/10003376113

Penalized sieve estimation and inference of semi-nonparametric dynamic models : a selective review

Chen, Xiaohong - 2011

In this selective review, we first provide some empirical examples that motivate the usefulness of semi-nonparametric techniques in modelling economic and financial time series. We describe popular classes of semi-nonparametric dynamic models and some temporal dependence properties. We then...

Persistent link: https://www.econbiz.de/10009230387