Local GMM estimation of time series models with conditional moment restrictions (Q528061): Difference between revisions

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Latest revision as of 19:51, 13 July 2024

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Local GMM estimation of time series models with conditional moment restrictions
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    Local GMM estimation of time series models with conditional moment restrictions (English)
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    12 May 2017
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    conditional moment restriction
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    local GMM
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    higher-order expansion
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    conditional heteroskedasticity
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