Minimum distance estimation of possibly noninvertible moving average models
Nikolay Gospodinov; Serena Ng
| Year of publication: |
2015
|
|---|---|
| Authors: | Gospodinov, Nikolaj ; Ng, Serena |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 33.2015, 3, p. 403-417
|
| Subject: | Generalized lambda distribution | GMM | Identification | Non-Gaussian errors | Noninvertibility | Simulation-based estimation | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Simulation | Momentenmethode | Method of moments |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011390402