Improved generalized method of moments estimators for weakly dependent observations
DOI10.1111/j.1467-9892.2011.00726.xzbMath1273.62097OpenAlexW1797703752MaRDI QIDQ2851993
Publication date: 4 October 2013
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2011.00726.x
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)
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Cites Work
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