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|Title:||Central limit theorems for generalized U-statistics with applications in nonparametric specification|
|Citation:||Journal of Nonparametric Statistics, 2008; 20(1):61-76|
|Publisher:||Gordon Breach Sci Publ Ltd|
|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|
|Appears in Collections:||Economics publications|
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