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most citedOptimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators Under Weak Dependence and Weak Conditions

143 citations · 364 across the 13 of their papers we have counts for

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math.ST2014★ 143 cited

Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators Under Weak Dependence and Weak Conditions

Xiaohong Chen, Timothy Christensen

We show that spline and wavelet series regression estimators for weakly dependent regressors attain the optimal uniform (i.e. sup-norm) convergence rate of…

math.ST2013★ 1 cited

Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression

Xiaohong Chen, Timothy Christensen

We study the problem of nonparametric regression when the regressor is endogenous, which is an important nonparametric instrumental variables (NPIV) regression in econometrics and…