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You searched for "asymptotic normality"

Econometrics Paper
Statistical Inference on Regression with Spatial Dependence Peter M Robinson and Supachoke Thawornkaiwong
April 2010
Paper No' EM/2010/554:
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JEL Classification: C13; C14; C21


Tags: linear regression; partly linear regression; nonparametric regression; spatial data; instrumental variables; asymptotic normality; variance estimation

Econometrics Paper
Multiple Local Whittle Estimation in Stationary Systems Peter M Robinson
October 2007
Paper No' EM/2007/525:
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JEL Classification: C32


Tags: long memory; phase; cointegration; semiparametric estimation; consistency; asymptotic normality.

Econometrics Paper
ROOT-N-CONSISTENT ESTIMATION OF WEAK FRACTIONAL COINTEGRATION Javier Hualde and Peter M Robinson
March 2006
Paper No' EM/2006/499:
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JEL Classification: C32


Tags: fractional cointegration; parametric estimation; asymptotic normality.

Econometrics Paper
Semiparametric Regression Analysis under Imputation for Missing Response Data Wolfgang Haerdle, Oliver Linton and Qihua Wang
May 2003
Paper No' EM/2003/454:
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Tags: asymptotic normality; empirical likelihood; semiparametric imputation.