Efficient two-step estimation via targeting (Q1676369)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient two-step estimation via targeting |
scientific article |
Statements
Efficient two-step estimation via targeting (English)
0 references
7 November 2017
0 references
targeting
0 references
penalization
0 references
multivariate time series models
0 references
asset pricing
0 references
0 references
0 references
0 references
0 references
0 references
