An introduction to econometric applications of empirical process theory for dependent random variables |
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| Authors: | Donald WK Andrews |
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| Institution: | Cowels Foundation for Research in Economics , Yale University , |
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| 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 |
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| Keywords: | Specification Testing |
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