Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications

DOI10.1515/jtse-2016-0024OpenAlexW2914788346MaRDI QIDQ1726180

Nathan G. Ladde, Gangaram S. Ladde, Olusegun Michael Otunuga

Publication date: 19 February 2019

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jtse-2016-0024

zbMATH Keywords

simulationforecastingmethod of momentsnonparametricconceptual computational/theoretical parameter estimation schememean square optimal procedurereaction/response time delay

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Parameter identification for a stochastic \textit{SEIRS} epidemic model: case study influenza

Uses Software

• ASAP3

Cites Work

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