Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series

Journal of Econometrics

Volumn 91, Issue 2, 1999, Pages 373-401

  Chen, Xiaohong ^a   Fan, Yanqin ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b UNIVERSITY OF WINDSOR   (Canada)

Author keywords

Conditional mean variance efficiency; Hilbert valued CLTs; Kernel estimation; Omitted variables; Stationary bootstrap

Indexed keywords

EID: 0008598944     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(98)00081-5     Document Type: Article

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