On estimating the nonparametric multiplicative error models
type: Item
instance of: scholarly article
title: On estimating the nonparametric multiplicative error models
zbMATH Open document ID: 1398.62239
author: Shuo Li
author: Yundong Tu
published in: Economics Letters
publication date: 2018-09-03T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6930620
zbMATH Keywords: multiplicative error model
zbMATH Keywords: kernel smoothing
zbMATH Keywords: conditional homoscedasticity
zbMATH Keywords: generalized method of moments
describes a project that uses: np
MaRDI profile type: Publication
full work available at URL: j.econlet.2016.03.023
OpenAlex ID: W2314364658
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DOI: 10.1016/J.ECONLET.2016.03.023
description: scientific article; zbMATH DE number 6930620