Pages that link to "Item:Q1185206"

The following pages link to On the asymptotic normality of Fourier flexible form estimates (Q1185206):

Displaying 23 items.

• Efficient estimation in models with independence restrictions (Q341882) (← links)
• Some new asymptotic theory for least squares series: pointwise and uniform results (Q494171) (← links)
• Qualitative and asymptotic performance of SNP density estimators (Q1126496) (← links)
• On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form (Q1149723) (← links)
• Nonparametric estimation of structural models for high-frequency currency market data (Q1347106) (← links)
• Convergence rates and asymptotic normality for series estimators (Q1362062) (← links)
• Estimating continuous-time stochastic volatility models of the short-term interest rate (Q1362071) (← links)
• Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
• A central limit theorem for a random quadratic form of strictly stationary processes (Q1579539) (← links)
• Cross-validated SNP density estimates (Q1858960) (← links)
• Consistent nonparametric hypothesis tests with an application to Slutsky symmetry (Q1893417) (← links)
• Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality (Q2227063) (← links)
• Uniform nonparametric inference for time series (Q2227073) (← links)
• Sieve \(M\) inference on irregular parameters (Q2451802) (← links)
• Testing and imposing Slutsky symmetry in nonparametric demand systems (Q2630083) (← links)
• Grain prices, oil prices, and multiple smooth breaks in a VAR (Q2691667) (← links)
• A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (Q3411052) (← links)
• Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities (Q3594911) (← links)
• Revisiting the flexibility and regularity properties of the asymptotically ideal production model (Q4355165) (← links)
• Nonparametric two-step regression estimation when regressors and error are dependent (Q4521138) (← links)
• On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability (Q4561856) (← links)
• ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS (Q5065459) (← links)
• Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (Q5861195) (← links)