Asymptotic Inefficiency of an Estimator Derived from a Kernel-Based Test Statistic
Year of publication: |
1997
|
---|---|
Authors: | Linton, Oliver |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 13.1997, 02, p. 306-307
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
Saved in favorites
Similar items by person
-
Annals issue on forecasting — guest editors’ introduction
Issler, João Victor, (2011)
-
Estimation for a nonstationary semi-strong GARCH(1,1) model with heavy-tailed errors
Linton, Oliver, (2010)
-
Efficient estimation of a semiparametric characteristic-based factor model of security returns
Connor, Gregory, (2007)
- More ...