23 citations · 42 across the 10 of their papers we have counts for
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stat.ME2016★ 2 cited
Central Limit Theory for Combined Cross-Section and Time Series with an Application to Aggregate Productivity Shocks
Jinyong Hahn, Guido Kuersteiner, Maurizio Mazzocco
Combining cross-section and time series data is a long and well established practice in empirical economics. We develop a central limit theory that explicitly accounts for possible…
stat.ME2016
Invariance Principles for Dependent Processes Indexed by Besov Classes with an Application to a Hausman Test for Linearity
Guido M. Kuersteiner
This paper considers functional central limit theorems for stationary absolutely regular mixing processes. Bounds for the entropy with bracketing are derived using recent results i…