Kernel-weighted GMM estimators for linear time series models (Q528056)
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scientific article; zbMATH DE number 6714766
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kernel-weighted GMM estimators for linear time series models |
scientific article; zbMATH DE number 6714766 |
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Kernel-weighted GMM estimators for linear time series models (English)
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12 May 2017
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time series
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feasible GMM
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number of instruments
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kernel weights
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higher-order MSE
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bias reduction
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