Some new asymptotic theory for least squares series: Pointwise and uniform results
Top Cited Papers
Open Access
- 28 February 2015
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 186 (2) , 345-366
- https://doi.org/10.1016/j.jeconom.2015.02.014
Abstract
No abstract availableKeywords
All Related Versions
This publication has 27 references indexed in Scilit:
- Conditional Quantile Processes Based on Series or Many RegressorsSSRN Electronic Journal, 2011
- -moments of random vectors via majorizing measuresAdvances in Mathematics, 2006
- Asymptotics for polynomial spline regression under weak conditionsStatistics & Probability Letters, 2003
- Local asymptotics for polynomial spline regressionThe Annals of Statistics, 2003
- M-estimation using penalties or sievesJournal of Statistical Planning and Inference, 2002
- Majorizing measures: the generic chainingThe Annals of Probability, 1996
- The Use of Polynomial Splines and Their Tensor Products in Multivariate Function EstimationThe Annals of Statistics, 1994
- Adaptive Rules for Seminonparametric Estimators That Achieve Asymptotic NormalityEconometric Theory, 1991
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression ModelsEconometrica, 1991
- Estimating a Regression FunctionThe Annals of Statistics, 1990