Some new asymptotic theory for least squares series: Pointwise and uniform results

In econometric applications it is common that the exact form of a conditional expectation is unknown and having flexible functional forms can lead to improvements over a pre-specified functional form, especially if they nest some successful parametric economically-motivated forms. Series method offe...

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Bibliographic Details
Main Authors: Belloni, Alexandre, Chetverikov, Denis, Kato, Kengo
Other Authors: Massachusetts Institute of Technology. Department of Economics
Format: Article
Published: Elsevier BV 2018
Online Access:http://hdl.handle.net/1721.1/114217