NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM

By B. M. Potscher. Econometric Theory, 2004

57 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/17fef3150ce9b177b25b15f25533dc9a78941a5c

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In Economics and Econometrics

1. Qiying Wang
2. Peter C. B. Phillips
3. Martin Wagner
4. Seung-Hyun Hong
5. Jiti Gao
6. Yixiao Sun
7. Dag Tjøstheim
8. Sainan Jin

Citations in the corpus

• ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION (2009, methodology): “Printed in the United States of America. doi:10.1017/S0266466608090269 ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION”
• Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds (2019, unknown): “Furthermore, the Vayanos (2004) theory gives rise to a dynamic asset pricing kernel that would predict that the forecasting slope bh is cross-sectionally related to risk factor loadings, as explained earlier.”
• Nonparametric Predictive Regression (2015, unknown): “The subsequent manipulations are similar to those of Jaganathan (2008, Lemma 7) (see also Pötscher, 2004).”