Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data
Year of publication: |
2022
|
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Authors: | Bravo, Francesco |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 41.2022, 6, p. 583-606
|
Subject: | local linear estimation | stochastic discount factor | stochastic expansion | α-mixing | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Momentenmethode | Method of moments |
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