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| Author: | Newey, W. |
| Title: | Convergence rates and asymptotic normality for series estimators |
| Journal: | Journal of Econometrics
1997 : JUL, VOL. 79:1, p. 147-168 |
| Index terms: | ECONOMETRICS ECONOMICS ESTIMATION |
| Language: | eng |
| Abstract: | This paper gives general conditions for convergence rates and asymptotic normality of series estimators of conditional expectations, and specializes these conditions to polynomial regression and regression splints. Both mean-square and uniform convergence rates are derived. Asymptotic normality is shown for nonlinear functionals of series estimators, covering many cases not previously treated. Also,a simple condition for Vn-consistency of a functional of a series estimator is given. |
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