This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Asymptotic and Bootstrap Inference for AR(Infinite) Processes with Conditional Heteroskedasticity

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Sílvia Gonçalves ()
Lutz Kilian

Additional information is available for the following registered author(s):

Abstract

The main contribution of this paper is twofold. First, we derive the consistency and asymptotic normality of the estimated autoregressive sieve parameters when the data are generated by a stationary linear process with martingale difference errors that are possibly subject to conditional heteroskedasticity of unknown form. To the best of our knowledge, the asymptotic distribution of the least-squares estimator has not been derived under these conditions. Second, we show that a suitably constructed bootstrap estimator will have the same limit distribution as the OLS estimator. Our results provide theoretical justification for the use of either the conventional asymptotic approximation or the bootstrap approximation of the distribution of smooth functions of autoregressive parameters.

La contribution de ce papier est double. Premièrement, nous dérivons les propriétés asymptotiques (convergence et normalité asymptotique) des estimateurs de moindre carrés ordinaires des paramètres autoregressifs dans le cadre de modèles autoregressifs d'ordre infini dont les innovations sont des différences de martingale possiblement hétéroscédastiques. Deuxièmement, nous démontrons la validité asymptotique d'une méthode de bootstrap dans ce contexte. Nos résultats justifient théoriquement l'utilisation de la loi asymptotique ou l'utilisation de la distribution de bootstrap comme méthodes d'inférence pour les paramètres autoregressifs ou les fonctions de ceux-ci.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.cirano.qc.ca/pdf/publication/2003s-28.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by CIRANO in its series CIRANO Working Papers with number 2003s-28.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: 01 May 2003
Date of revision:
Handle: RePEc:cir:cirwor:2003s-28

Contact details of provider:
Postal: 2020 rue University, 25e �tage, Montr�al, Qu�c, H3A 2A5
Phone: (514) 985-4000
Fax: (514) 985-4039
Email:
Web page: http://www.cirano.qc.ca/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Webmaster).

Related research
Keywords: infinite autoregression; conditional heteroskedasticity; wild bootstrap; pairwise bootstrap; autoregression d'ordre infini; hétéroscédasticité conditionnelle; wild bootstrap; bootstrap par couples;

This paper has been announced in the following NEP Reports:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)
  1. Serguei Zernov & Victoria Zindle-Walsh & John Galbraith, 2006. "Asymptotics For Estimation Of Truncated Infinite-Dimensional Quantile Regressions," Departmental Working Papers 2006-16, McGill University, Department of Economics. [Downloadable!]
  2. Ke-Li Xu & Peter C.B. Phillips, 2006. "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Cowles Foundation Discussion Papers 1585, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
Statistics
Access and download statistics

Did you know? RePEc also has a blog.

This page was last updated on 2009-11-20.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.