On estimating the nonparametric multiplicative error models (Q1668246)
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scientific article; zbMATH DE number 6930620
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On estimating the nonparametric multiplicative error models |
scientific article; zbMATH DE number 6930620 |
Statements
On estimating the nonparametric multiplicative error models (English)
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3 September 2018
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multiplicative error model
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kernel smoothing
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conditional homoscedasticity
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generalized method of moments
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