Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications (Q1726180)
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scientific article; zbMATH DE number 7025743
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| English | Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications |
scientific article; zbMATH DE number 7025743 |
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Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications (English)
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19 February 2019
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conceptual computational/theoretical parameter estimation scheme
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method of moments
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nonparametric
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simulation
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forecasting
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mean square optimal procedure
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reaction/response time delay
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0.9466656446456908
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0.7398183345794678
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0.735942542552948
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0.7155460119247437
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