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

In econometric applications it is common that the exact form of a conditional expectation is unknown and having flexible functional forms can lead to improvements over a pre-specified functional form, especially if they nest some successful parametric economically-motivated forms. Series method offe...

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Bibliographic Details
Main Authors: Belloni, Alexandre (Author), Chetverikov, Denis (Author), Kato, Kengo (Author)
Other Authors: Massachusetts Institute of Technology. Department of Economics (Contributor)
Format: Article
Language:English
Published: Elsevier BV, 2018-03-19T18:22:00Z.
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Online Access:Get fulltext

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