Econometric Modeling and Inference

DOI10.1017/CBO9780511805592MaRDI QIDQ5309790zbMATH OpenOpenAlexFDO

Authors Vêlayoudom Marimoutou, Anne Peguin-Feissolle, Jean-Pierre Florens

Publication date 2 October 2007

Full work available at URL https://doi.org/10.1017/cbo9780511805592

zbMATH Keywords

ARCH modelscointegrationGMM estimationidentifcationkernel smoothingnonlinear dynamic modelsnonparametric regression estimationstructural modelsunobservable variables models

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Nonparametric regression and quantile regression (62G08) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cited in

(4)

• Methods for estimation in inference in modern econometrics.
• Handbook of econometrics. Volume 7A
• Temporally dynamic, cohort-varying value-added models
• Shrinkage estimation in general linear models

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