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

Journal of Econometrics

Volumn 186, Issue 2, 2015, Pages 345-366

  Belloni, Alexandre ^a   Chernozhukov, Victor ^b   Chetverikov, Denis ^c   Kato, Kengo ^d  

^a DUKE UNIVERSITY   (United States)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^c UNIVERSITY OF CALIFORNIA   (United States)

^d UNIVERSITY OF TOKYO   (Japan)

Author keywords

Least squares series; Strong approximations; Uniform confidence bands

Indexed keywords

ECONOMIC AND SOCIAL EFFECTS; RANDOM NUMBER GENERATION;

CENTRAL LIMIT THEOREM; CONDITIONAL EXPECTATION; FUNCTIONAL CENTRAL LIMIT THEOREM; GAUSSIAN APPROXIMATIONS; LEAST SQUARE; MAXIMAL INEQUALITIES; STRONG APPROXIMATION; UNIFORM CONFIDENCE BANDS;

LEAST SQUARES APPROXIMATIONS;

EID: 84929263155     PISSN: 03044076     EISSN: 18726895     Source Type: Journal    
DOI: 10.1016/j.jeconom.2015.02.014     Document Type: Conference Paper

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