Sieve inference on possibly misspecified semi-nonparametric time series models (Q2512629)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sieve inference on possibly misspecified semi-nonparametric time series models |
scientific article |
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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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