Local GMM estimation of time series models with conditional moment restrictions (Q528061)
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scientific article; zbMATH DE number 6714770
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local GMM estimation of time series models with conditional moment restrictions |
scientific article; zbMATH DE number 6714770 |
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Local GMM estimation of time series models with conditional moment restrictions (English)
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12 May 2017
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conditional moment restriction
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local GMM
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higher-order expansion
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conditional heteroskedasticity
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