Efficient two-step estimation via targeting
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Publication:1676369
DOI10.1016/J.JECONOM.2017.08.004zbMath1377.62179OpenAlexW2406037796MaRDI QIDQ1676369
David T. Frazier, Eric Renault
Publication date: 7 November 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://cirano.qc.ca/files/publications/2016s-16.pdf
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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