• Title of article

    A note on “Convergence rates and asymptotic normality for series estimators”: uniform convergence rates

  • Author/Authors

    de Jong، نويسنده , , Robert M.، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2002
  • Pages
    9
  • From page
    1
  • To page
    9
  • Abstract
    This paper establishes improved uniform convergence rates for series estimators. Series estimators are least-squares fits of a regression function where the number of regressors depends on sample size. I will specialize my results to the cases of polynomials and regression splines. These results improves upon results obtained earlier by Newey, yet fail to attain the optimal rates of convergence.
  • Keywords
    Nonparametric regression , Series estimation , Uniform consistency
  • Journal title
    Journal of Econometrics
  • Serial Year
    2002
  • Journal title
    Journal of Econometrics
  • Record number

    1558244