Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form (Q3157844): Difference between revisions

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English	Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form	scientific article

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title

Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form (English)

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zbMATH Open document ID

1133.62351

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DOI

10.1081/ETC-200028211

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19 January 2005

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Mathematics Subject Classification ID

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MaRDI publication profile

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cites work

On adaptive estimation

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Q4277836

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Efficient estimation in semiparametric GARCH models

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Adaptive estimation in time-series models

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Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications

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The large sample behaviour of the generalized method of moments estimator in misspecified models

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A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

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Adaptive estimation of cointegrating regressions with ARMA errors

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Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form

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Monte Carlo evidence on adaptive maximum likelihood estimation of a regression

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Asymptotically normal families of distributions and efficient estimation

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Efficient estimation in nonlinear autoregressive time-series models

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On adaptive estimation in stationary ARMA processes

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EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY

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On the behavior of inconsistent instrumental variable estimators

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Semiparametric efficiency bounds

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Q4727203

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Adaptive estimation in time series regression models

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Adaptive maximum likelihood estimators of a location parameter

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Nonlinear Regression with Dependent Observations

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Q4869532

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Sitelinks

Mathematics(1 entry)

mardi Publication:3157844

@@ Property / cites work @@
+On adaptive estimation
@@ Property / cites work: On adaptive estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Q4277836
@@ Property / cites work: Q4277836 / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient estimation in semiparametric GARCH models
+Normal rank
@@ Property / cites work @@
+Adaptive estimation in time-series models
@@ Property / cites work: Adaptive estimation in time-series models / rank @@
+Normal rank
@@ Property / cites work @@
+Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
+Normal rank
@@ Property / cites work @@
+The large sample behaviour of the generalized method of moments estimator in misspecified models
+Normal rank
@@ Property / cites work @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
+Normal rank
@@ Property / cites work @@
+Adaptive estimation of cointegrating regressions with ARMA errors
+Normal rank
@@ Property / cites work @@
+Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form
+Normal rank
@@ Property / cites work @@
+Monte Carlo evidence on adaptive maximum likelihood estimation of a regression
+Normal rank
@@ Property / cites work @@
+Asymptotically normal families of distributions and efficient estimation
+Normal rank
@@ Property / cites work @@
+Efficient estimation in nonlinear autoregressive time-series models
+Normal rank
@@ Property / cites work @@
+On adaptive estimation in stationary ARMA processes
+Normal rank
@@ Property / cites work @@
+EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH  CONDITIONAL HETEROSKEDASTICITY
+Normal rank
@@ Property / cites work @@
+On the behavior of inconsistent instrumental variable estimators
+Normal rank
@@ Property / cites work @@
+Semiparametric efficiency bounds
@@ Property / cites work: Semiparametric efficiency bounds / rank @@
+Normal rank
@@ Property / cites work @@
+Q4727203
@@ Property / cites work: Q4727203 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive estimation in time series regression models
+Normal rank
@@ Property / cites work @@
+Adaptive maximum likelihood estimators of a location parameter
+Normal rank
@@ Property / cites work @@
+Nonlinear Regression with Dependent Observations
@@ Property / cites work: Nonlinear Regression with Dependent Observations / rank @@
+Normal rank
@@ Property / cites work @@
+Q4869532
@@ Property / cites work: Q4869532 / rank @@
+Normal rank