Kernel-weighted GMM estimators for linear time series models (Q528056)
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scientific article; zbMATH DE number 6714766
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| English | Kernel-weighted GMM estimators for linear time series models |
scientific article; zbMATH DE number 6714766 |
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Kernel-weighted GMM estimators for linear time series models (English)
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12 May 2017
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time series
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feasible GMM
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number of instruments
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kernel weights
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higher-order MSE
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bias reduction
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0.8532696962356567
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0.7914803624153137
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0.7846070528030396
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0.7788377404212952
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0.7772265076637268
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