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

Authors: Chen X.; Fan Y.

Source: Journal of Econometrics, Volume 91, Number 2, August 1999 , pp. 373-401(29)

Publisher: Elsevier

Keywords: [JEL classification codes] C52; [JEL classification codes] C15; Kernel estimation; Omitted variables; Conditional mean-variance efficiency; Hilbert-valued CLTs; Stationary bootstrap

Language: English

Document Type: Research article

DOI: http://dx.doi.org/10.1016/S0304-4076(98)00081-5

Affiliations: 1: Department of Economics, University of Windsor, Windsor, Ont., Canada

Publication date: 1999-08-01

• In this: publication
• By this: publisher
• In this Subject: Economics
• By this author: Chen X. ;  Fan Y.

Website © Publishing Technology. Article copyright remains with the publisher, society or author(s) as specified within the article.

• Terms and conditions
• Privacy policy
• Information for advertisers