Higher order mean squared error of generalized method of moments estimators for nonlinear models

DOI10.1155/2014/324904zbMath1419.62510OpenAlexW2136981816WikidataQ59038960 ScholiaQ59038960MaRDI QIDQ2320739

Ying Deng, Xiaohua Xia, Dongmei Guo, Yi Hu

Publication date: 23 August 2019

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/324904

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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