Document Type
Discussion Paper
Publication Date
5-1-1992
CFDP Number
1020
CFDP Pages
40
Abstract
This paper discusses some uses econometrics of functional limit theory for dependent random variables. Attention is focused on empirical process-type results rather than partial sum results that are prevalent in unit root econometrics. Examples considered include nonstandard parametric hypotheses tests and semiparametric estimation. The application of bracketing functional limit results is discussed in some detail.
Recommended Citation
Andrews, Donald W.K., "An Introduction to Econometric Random Variables" (1992). Cowles Foundation Discussion Papers. 1263.
https://elischolar.library.yale.edu/cowles-discussion-paper-series/1263