haku: @author Newey, W. / yhteensä: 3
viite: 3 / 3
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| Tekijä: | Newey, W. |
| Otsikko: | Convergence rates and asymptotic normality for series estimators |
| Lehti: | Journal of Econometrics
1997 : JUL, VOL. 79:1, p. 147-168 |
| Asiasana: | ECONOMETRICS ECONOMICS ESTIMATION |
| Kieli: | eng |
| Tiivistelmä: | 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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