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Type: Journal article
Title: Central limit theorems for generalized U-statistics with applications in nonparametric specification
Author: Gao, J.
Hong, Y.
Citation: Journal of Nonparametric Statistics, 2008; 20(1):61-76
Publisher: Gordon Breach Sci Publ Ltd
Issue Date: 2008
ISSN: 1048-5252
Statement of
Jiti Gao andYongmiao Hong
Abstract: In this paper, we establish some new central limit theorems for generalized U-statistics of dependent processes under some mild conditions. Such central limit theorems complement existing results available from both the econometrics literature and statistics literature.We then look at applications of the established results to a number of test problems in time series regression models.
Keywords: central limit theorem
nonparametric specification
quadratic form
strict stationarity
stochastic process
DOI: 10.1080/10485250801899596
Appears in Collections:Aurora harvest
Economics publications

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