Kernel-weighted GMM estimators for linear time series models
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Publication:528056
DOI10.1016/j.jeconom.2012.05.013zbMath1443.62273OpenAlexW1993252073MaRDI QIDQ528056
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S030440761200125X
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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