✦ LIBER ✦

Local GMM estimation of time series models with conditional moment restrictions

✍ Scribed by Nikolay Gospodinov; Taisuke Otsu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Consistent Estimation of Models Defined

✍ Manuel A. Domínguez; Ignacio N. Lobato 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 167 KB

Efficient Estimation of Models with Cond

✍ Chunrong Ai; Xiaohong Chen 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 411 KB

SEMINONPARAMETRIC MAXIMUM LIKELIHOOD EST

✍ Chunrong Ai 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 183 KB

On pseudo maximum likelihood estimation

✍ Shuangzhe Liu; Heinz Neudecker 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 173 KB

Maximum empirical likelihood estimation

✍ Qingfeng Liu; Yoshihiko Nishiyama 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 150 KB

Generalized Spectral Tests for Condition

✍ Hong, Yongmiao; Lee, Yoon-Jin 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 499 KB