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Econometrics Paper
Robust estimation of moment condition models with weakly dependent data Kirill Evdokimov, Yuichi Kitamura and Taisuke Otsu
December 2014
Paper No' EM/2014/579:
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JEL Classification: C14


Tags: blocking; generalized empirical likelihood; hellinger distance; robustness; efficient estimation; mixing

Econometrics Paper
Conditions for Strong and Uniform Mixing in Linear Processes James Davidson
 1992
Paper No' EM/1992/251:
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Tags: strong mixing; uniform mixing; moving avrage process

Econometrics Paper
An L1-Convergence Theorem for Heterogeneous Mixingale Arrays with Trending Moments (Now published in Statistics & Probability Letters 16 (1993), pp.301-304.) James Davidson  1992
Paper No' EM/1992/242:
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Tags: l1-convergence theorem; heterogeneous mixingale arrays; weak laws of large numbers; random sequences; trending moments.

Econometrics Paper
The Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes: The Asymptotically Degenerate Case (Now published in Economic Theory 9 (1993), pp.402-412.) James Davidson  1992
Paper No' EM/1992/243:
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Tags: central limit theorem; sequence coordinates; rate of degeneration; mixing processes; martingale difference.