Moment bounds for mixing random variables useful in nonparametric function estimation
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- Roussas, George G., 1990. "Nonparametric regression estimation under mixing conditions," Stochastic Processes and their Applications, Elsevier, vol. 36(1), pages 107-116, October.
- Kim, Tae Yoon, 1993. "A note on moment bounds for strong mixing sequences," Statistics & Probability Letters, Elsevier, vol. 16(2), pages 163-168, January.
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- Gao, Jiti & Tong, Howell & Wolff, Rodney, 2002. "Model Specification Tests in Nonparametric Stochastic Regression Models," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 324-359, November.
- Fernández-Val, Iván & Weidner, Martin, 2016.
"Individual and time effects in nonlinear panel models with large N, T,"
Journal of Econometrics, Elsevier, vol. 192(1), pages 291-312.
- Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP60/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP32/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Dec 2018.
- Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP17/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- David Veredas & Juan Rodriguez-Poo & Antoni Espasa, 2001.
"On the (Intradaily) Seasonality and Dynamics of a Financial Point Process : A Semiparametric Approach,"
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2001-19, Center for Research in Economics and Statistics.
- VEREDAS, David & RODRIGUEZ-POO, Juan & ESPASA, Antoni, 2002. "On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach," LIDAM Discussion Papers CORE 2002023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Veredas, David & Rodríguez Poo, Juan M., 2001. "On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach," DES - Working Papers. Statistics and Econometrics. WS ws013321, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Hyungsik Roger Roger Moon & Martin Weidner, 2013. "Linear regression for panel with unknown number of factors as interactive fixed effects," CeMMAP working papers 49/13, Institute for Fiscal Studies.
- Hyungsik Roger Roger Moon & Martin Weidner, 2014. "Linear regression for panel with unknown number of factors as interactive fixed effects," CeMMAP working papers 35/14, Institute for Fiscal Studies.
- Kim, Tae Yoon & Cox, Dennis D., 1996. "Uniform strong consistency of kernel density estimators under dependence," Statistics & Probability Letters, Elsevier, vol. 26(2), pages 179-185, February.
- Gao, Jiti & Lu, Zudi & Tjøstheim, Dag, 2008. "Moment inequalities for spatial processes," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 687-697, April.
- Chu, Ba & Jacho-Chávez, David T., 2012. "k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA," Econometric Theory, Cambridge University Press, vol. 28(4), pages 769-803, August.
- Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers 32/14, Institute for Fiscal Studies.
- Blacher, René, 2007. "Central Limit Theorem by moments," Statistics & Probability Letters, Elsevier, vol. 77(17), pages 1647-1651, November.
- Hyungsik Roger Moon & Martin Weidner, 2015.
"Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects,"
Econometrica, Econometric Society, vol. 83(4), pages 1543-1579, July.
- Hyungsik Roger Moon & Martin Weidner, 2013. "Linear regression for panel with unknown number of factors as interactive fixed effects," CeMMAP working papers CWP49/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hyungsik Roger Moon & Martin Weidner, 2014. "Linear regression for panel with unknown number of factors as interactive fixed effects," CeMMAP working papers CWP35/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Estévez-Pérez, Graciela, 2002. "On convergence rates for quadratic errors in kernel hazard estimation," Statistics & Probability Letters, Elsevier, vol. 57(3), pages 231-241, April.
- Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers 60/13, Institute for Fiscal Studies.
- Gao, Jiti & Anh, Vo, 2000. "A central limit theorem for a random quadratic form of strictly stationary processes," Statistics & Probability Letters, Elsevier, vol. 49(1), pages 69-79, August.
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Keywords
Moment bounds Strong mixing processes Nonparametric kernel estimation;Statistics
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