A SIMPLE ITERATIVE Z-ESTIMATOR FOR SEMIPARAMETRIC MODELS
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Publication:4629567
DOI10.1017/S0266466618000063zbMath1415.62019OpenAlexW2797482393WikidataQ129987550 ScholiaQ129987550MaRDI QIDQ4629567
Publication date: 27 March 2019
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466618000063
Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
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Recursive estimation in large panel data models: theory and practice ⋮ Indirect inference for locally stationary models
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