Semiparametric Sieve-Type Generalized Least Squares Inference
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Publication:5863643
DOI10.1080/07474938.2014.975639zbMath1491.62104OpenAlexW2002817374MaRDI QIDQ5863643
George Kapetanios, Zacharias Psaradakis
Publication date: 3 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://eprints.bbk.ac.uk/id/eprint/12369/1/ER_2015.pdf
long-range dependencelinear regressiongeneralized least squaresshort-range dependenceautoregressive approximation
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)
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