A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test (Q4638680)
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scientific article; zbMATH DE number 6865468
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| English | A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test |
scientific article; zbMATH DE number 6865468 |
Statements
A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test (English)
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27 April 2018
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APT model
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asymptotic exactness
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asymptotically locally unbiased test
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consistency
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domain of attraction
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heteroskedasticity robust Wald test
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martingale limit theorem
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martingale transform
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non standard rate
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OLSE
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slow variation
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stable distribution
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subsampling
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truncated moment
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0.7517356276512146
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0.7269963622093201
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0.7259429693222046
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0.7259429693222046
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