Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
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Publication:4730670
DOI10.2307/2297498zbMath0681.62101MaRDI QIDQ4730670
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
spectral density estimation; semiparametric; large sample; estimated covariance matrix; rational expectations models; econometric time series models; finite-dimensional functional; incompletely-specified models; infinite-dimensional nuisance function; market disequilibrium model
62P20: Applications of statistics to economics
62G10: Nonparametric hypothesis testing
62G05: Nonparametric estimation
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