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Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications - MaRDI portal

Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications (Q1726180)

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scientific article; zbMATH DE number 7025743
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Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications
scientific article; zbMATH DE number 7025743

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    Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications (English)
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    19 February 2019
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    conceptual computational/theoretical parameter estimation scheme
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    method of moments
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    nonparametric
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    simulation
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    forecasting
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    mean square optimal procedure
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    reaction/response time delay
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