Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series

DOI10.2307/2297498zbMath0681.62101OpenAlexW2098682852MaRDI QIDQ4730670

Peter M. Robinson

Publication date: 1989

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2297498

zbMATH Keywords

spectral density estimationsemiparametriclarge sampleestimated covariance matrixrational expectations modelseconometric time series modelsfinite-dimensional functionalincompletely-specified modelsinfinite-dimensional nuisance functionmarket disequilibrium model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05)

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