Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data

DOI10.1080/07474938.2021.1991140OpenAlexW3209135677MaRDI QIDQ5095205FDOQ5095205

Authors: Francesco Bravo 

Publication date: 5 August 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://eprints.whiterose.ac.uk/178770/7/Second_order_expansions_of_estimators_in_nonparametric_moment_conditions_models_with_weakly_dependent_data.pdf

zbMATH Keywords

\(\alpha\)-mixinglocal linear estimationstochastic discount factorstochastic expansion

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited In (1)

• Estimation of non-smooth non-parametric estimating equations models with dependent data

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