Using implied probabilities to improve the estimation of unconditional moment restrictions for weakly dependent data (Q5864360)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Using implied probabilities to improve the estimation of unconditional moment restrictions for weakly dependent data |
scientific article; zbMATH DE number 7537820
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Using implied probabilities to improve the estimation of unconditional moment restrictions for weakly dependent data |
scientific article; zbMATH DE number 7537820 |
Statements
Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data (English)
0 references
7 June 2022
0 references
generalized method of moments
0 references
implied probabilities
0 references
information-based inference
0 references
linear rational expectation models
0 references
0 references
0 references
0.803141176700592
0 references
0.768227756023407
0 references
0.7501547932624817
0 references
0.7486034631729126
0 references
0.7350402474403381
0 references
