A simple iterative Z-estimator for semiparametric models (Q4629567)
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scientific article; zbMATH DE number 7043630
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| English | A simple iterative Z-estimator for semiparametric models |
scientific article; zbMATH DE number 7043630 |
Statements
A SIMPLE ITERATIVE Z-ESTIMATOR FOR SEMIPARAMETRIC MODELS (English)
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27 March 2019
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Newton-Raphson approach
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Hessian
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quantile regression model
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GARCH-in-mean model
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0.8104611039161682
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0.8042516708374023
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0.7991763949394226
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0.7802131772041321
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