Econometric Modeling and Inference
DOI10.1017/CBO9780511805592zbMath1153.62093OpenAlexW1558892059MaRDI QIDQ5309790
Anne Peguin-Feissolle, Vêlayoudom Marimoutou, Jean-Pierre Florens
Publication date: 2 October 2007
Full work available at URL: https://doi.org/10.1017/cbo9780511805592
kernel smoothingARCH modelscointegrationnonlinear dynamic modelsstructural modelsGMM estimationnonparametric regression estimationidentifcationunobservable variables models
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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