Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data (Q5864360)
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scientific article; zbMATH DE number 7537820
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data |
scientific article; zbMATH DE number 7537820 |
Statements
Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data (English)
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7 June 2022
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generalized method of moments
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implied probabilities
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information-based inference
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linear rational expectation models
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