Pages that link to "Item:Q528061"
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The following pages link to Local GMM estimation of time series models with conditional moment restrictions (Q528061):
Displaying 4 items.
- Jackknife estimation of stationary autoregressive models (Q528128) (← links)
- Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data (Q5095205) (← links)
- Regularized GMM for time-varying models with applications to asset pricing (Q6572252) (← links)
- Estimating and testing for smooth structural changes in moment condition models (Q6664671) (← links)
