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

@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6714770
@@ Property / zbMATH DE Number: 6714770 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conditional moment restriction
@@ Property / zbMATH Keywords: conditional moment restriction / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+local GMM
@@ Property / zbMATH Keywords: local GMM / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+higher-order expansion
@@ Property / zbMATH Keywords: higher-order expansion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conditional heteroskedasticity
@@ Property / zbMATH Keywords: conditional heteroskedasticity / rank @@
+Normal rank

Revision as of 07:08, 1 July 2023