A Note on Mixed Stable Limit Theory for the OLSE and the Robustness of Subsampling Wald Tests

Stelios Arvanitis
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Stelios Arvanitis: Athens University of Economics and Business

No 201506, Working Papers from Athens University Of Economics and Business, Department of Economics

Keywords: OLSE; InnovaOon Process; MarOngale Transform; MarOngale Limit Theorem; Stable Dis- tribuOon; Mixtures; Domain of A?racOon; Slow VariaOon; AsymptoOc StaOonarity; Non Standard Rate; Wald Test; Subsampling; AsymptoOc Exactness; Consistency; Local AlternaOves; AsymptoOc Locally Unbiased Test. (search for similar items in EconPapers)
Pages: 15 pages
Date: 2015-06
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