Nonparametric estimation of nonlinear rational expectation models

DOI10.1016/S0165-1765(98)00188-8zbMath0916.90048WikidataQ127629662 ScholiaQ127629662MaRDI QIDQ1277701

Stanislav Anatolyev

Publication date: 2 March 1999

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

nonlinear equationnonparametric estimation

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (1)

NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION

Cites Work

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• Nonparametric curve estimation from time series
• Nonparametric statistics for stochastic processes
• Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models

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