A note on “Convergence rates and asymptotic normality for series estimators”: uniform convergence rates
نویسنده
چکیده
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 improve upon results obtained earlier by Newey, yet fail to attain the optimal rates of convergence. JEL classification codes: C14; C21.
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تاریخ انتشار 2002