UNIFORM CONVERGENCE OF SERIES ESTIMATORS OVER FUNCTION SPACES

Kyungchul Song

Econometric Theory, 2008, vol. 24, issue 06, pages 1463-1499

Abstract: This paper considers a series estimator of E[ (X) = ], ( ) and and (X))pK( ] above zero uniformly over , we can obtain the same convergence rate as that established by de Jong (2002, Journal of Econometrics 111, 1 9).

Date: 2008
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Persistent link: http://EconPapers.repec.org/RePEc:cup:etheor:v:24:y:2008:i:06:p:1463-1499_08

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