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Interpolation, Quadrature, And Stochastic Integration

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  • Lee, Lung-fei

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  • Lee, Lung-fei, 2001. "Interpolation, Quadrature, And Stochastic Integration," Econometric Theory, Cambridge University Press, vol. 17(05), pages 933-961, October.
  • Handle: RePEc:cup:etheor:v:17:y:2001:i:05:p:933-961_17
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    References listed on IDEAS

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    1. Robinson, P M, 1991. "Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models," Econometrica, Econometric Society, vol. 59(5), pages 1329-1363, September.
    2. P. C. B. Phillips, 1980. "Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume," Review of Economic Studies, Oxford University Press, vol. 47(1), pages 183-224.
    3. Phillips, Peter C B, 1977. "Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation," Econometrica, Econometric Society, vol. 45(2), pages 463-485, March.
    4. Taniguchi, Masanobu, 1987. "Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes," Journal of Multivariate Analysis, Elsevier, vol. 21(1), pages 1-28, February.
    5. Robinson, P. M., 1995. "The approximate distribution of nonparametric regression estimates," Statistics & Probability Letters, Elsevier, vol. 23(2), pages 193-201, May.
    6. Daniel Janas, 1994. "Edgeworth expansions for spectral mean estimates with applications to Whittle estimates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(4), pages 667-682, December.
    7. Andrew Harvey (ed.), 1994. "Time Series," Books, Edward Elgar Publishing, volume 0, number 599, April.
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    Cited by:

    1. repec:eee:econom:v:198:y:2017:i:2:p:189-208 is not listed on IDEAS
    2. Dennis Kristensen & Bernard SalaniƩ, 2010. "Higher Order Improvements for Approximate Estimators," CAM Working Papers 2010-04, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
    3. Kristensen, Dennis & SalaniƩ, Bernard, 2017. "Higher-order properties of approximate estimators," Journal of Econometrics, Elsevier, vol. 198(2), pages 189-208.

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