Sieve inference on possibly misspecified semi-nonparametric time series models (Q2512629): Difference between revisions

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Latest revision as of 20:35, 8 July 2024

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Sieve inference on possibly misspecified semi-nonparametric time series models
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    Sieve inference on possibly misspecified semi-nonparametric time series models (English)
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    7 August 2014
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    sieve \(M\) estimation
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    sieve Riesz representer
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    irregular functional
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    pre-asymptotic variance
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    orthonormal series long run variance estimation
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    \(F\) distribution
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