A Risk Superior Semiparametric Estimator for Overidentified Linear Models (Q5133606)

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scientific article; zbMATH DE number 7272466
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A Risk Superior Semiparametric Estimator for Overidentified Linear Models
scientific article; zbMATH DE number 7272466

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    A Risk Superior Semiparametric Estimator for Overidentified Linear Models (English)
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    10 November 2020
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    combining estimators
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    semiparametric estimation and inference
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    quadratic loss
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    temporal structure
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