NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION
From MaRDI portal
Publication:5012627
DOI10.1017/S0266466620000365zbMath1479.62090MaRDI QIDQ5012627
Oliver B. Linton, Juan Carlos Escanciano, Arthur Lewbel, Stefan Hoderlein, Sorawoot Srisuma
Publication date: 25 November 2021
Published in: Econometric Theory (Search for Journal in Brave)
62P20: Applications of statistics to economics
62G05: Nonparametric estimation
65C05: Monte Carlo methods