Title: An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables
Abstract: This paper discusses some uses econometrics of functional limit theory for dependent random variables. Attention is focused on empirical process-type results rather than partial sum results that are prevalent in unit root econometrics. Examples considered include nonstandard parametric hypotheses tests and semiparametric estimation. The application of bracketing functional limit results is discussed in some detail.
Publication Year: 1992
Publication Date: 1992-05-01
Language: en
Type: preprint
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Cited By Count: 6
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