Efficient instrumental variables estimation of nonlinear dependent processes

DOI10.1080/10485259408832604zbMath1380.62268MaRDI QIDQ3432399

Paul Rilstone

Publication date: 16 April 2007

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259408832604

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G05: Nonparametric estimation

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