Semiparametric testing with highly persistent predictors

Keyphrases

• Repetitive Predictor 100%
• Semiparametric Testing 100%
• Conditional Heteroskedasticity 50%
• Nuisance Parameter 50%
• Efficiency Gain 50%
• Semiparametric Efficiency 50%
• Invariance 50%
• Component-wise 50%
• Limit Experiment 50%
• Regression Problem 50%
• Joint Distribution 50%
• Regression Coefficient 50%
• Behaving 50%
• Point Optimal Test 50%
• Well-behaved 50%
• Infinite Dimension 50%
• Bivariate Regression 50%
• Non-Gaussian Innovations 50%
• Gaussianity 50%
• Invariant Point 50%
• Structural Representation 50%

Mathematics

• Bivariate 100%
• Conditionals 100%
• Nuisance Parameter 100%
• Gaussian Distribution 100%
• Joint Distribution 100%
• Regression Coefficient 100%

Economics, Econometrics and Finance

• Conditional Heteroskedasticity 100%