Sieve Extremum Estimates for Weakly Dependent Data
- 1 March 1998
- journal article
- Published by JSTOR in Econometrica
- Vol. 66 (2) , 289
- https://doi.org/10.2307/2998559
Abstract
Many non/semi-parametric time series estimates may be regarded as different forms of sieve extremum estimates. For stationary β-mixing observations, we obtain c...This publication has 0 references indexed in Scilit: