Some new asymptotic theory for least squares series: pointwise and uniform results

DOI10.1016/j.jeconom.2015.02.014zbMath1331.62250arXiv1212.0442OpenAlexW2265834856MaRDI QIDQ494171

Kengo Kato, Denis Chetverikov, Alexandre Belloni, Victor Chernozhukov

Publication date: 31 August 2015

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.0442

zbMATH Keywords

strong approximations least squares series uniform confidence bands

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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