相依随机变量经验过程理论在计量经济学中的应用导论

An introduction to econometric applications of empirical process theory for dependent random variables

Econometric Reviews · 1993
被引 49 · 同刊同年前 5%
人大 A-ABS 3

中文导读

介绍了相依随机变量经验过程理论在计量经济学中的用途,包括非标准参数假设检验和半参数估计,并详细讨论了括号函数极限结果的应用。

Abstract

This paper discusses some uses in econometrics of empirical process theory for dependent rendom variables. Examples considered include non-standard parametric hypotheses tests and semiparametric estimation. The application of bracketing functional limit results is discussed in some detail

经验过程理论相依随机变量非标准参数检验半参数估计