Indirect inference for locally stationary models
David T. Frazier, Bonsoo Koo
| Year of publication: |
2021
|
|---|---|
| Authors: | Frazier, David T. ; Koo, Bonsoo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 223.2021, 1, p. 1-27
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| Subject: | Indirect inference | Locally stationary | Semiparametric | State-space models | Induktive Statistik | Statistical inference | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.08.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012619956