On estimating the nonparametric multiplicative error models (Q1668246)

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scientific article; zbMATH DE number 6930620
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    On estimating the nonparametric multiplicative error models
    scientific article; zbMATH DE number 6930620

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      On estimating the nonparametric multiplicative error models (English)
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      3 September 2018
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      multiplicative error model
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      kernel smoothing
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      conditional homoscedasticity
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      generalized method of moments
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