On estimating the nonparametric multiplicative error models (Q1668246)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6930620
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On estimating the nonparametric multiplicative error models |
scientific article; zbMATH DE number 6930620 |
Statements
On estimating the nonparametric multiplicative error models (English)
0 references
3 September 2018
0 references
multiplicative error model
0 references
kernel smoothing
0 references
conditional homoscedasticity
0 references
generalized method of moments
0 references
0 references
0 references
0.8258200883865356
0 references
0.801344633102417
0 references
0.7930247187614441
0 references
0.7891566753387451
0 references
0.7855395674705505
0 references