Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data

DOI10.1080/07474938.2014.966630zbMath1491.62214OpenAlexW2055951904MaRDI QIDQ5864360

Florian Pelgrin, Alain Guay

Publication date: 7 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2014.966630

zbMATH Keywords

generalized method of momentsinformation-based inferenceimplied probabilitieslinear rational expectation models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05)

Cites Work

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