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