Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra
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- Offer Lieberman & Peter C.B. Phillips, 2002. "Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra," Cowles Foundation Discussion Papers 1374, Cowles Foundation for Research in Economics, Yale University.
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- Ioannis Kasparis & Peter C. B. Phillips & Tassos Magdalinos, 2014.
"Nonlinearity Induced Weak Instrumentation,"
Taylor & Francis Journals, vol. 33(5-6), pages 676-712, August.
- Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012. "Non-linearity Induced Weak Instrumentation," Cowles Foundation Discussion Papers 1872, Cowles Foundation for Research in Economics, Yale University.
- Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012. "Non-linearity Induced Weak Instrumentation," University of Cyprus Working Papers in Economics 02-2012, University of Cyprus Department of Economics.
- Ginovyan, Mamikon S. & Sahakyan, Artur A., 2013. "On the trace approximations of products of Toeplitz matrices," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 753-760.
More about this item
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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