Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data
Year of publication: |
2022
|
---|---|
Authors: | Bravo, Francesco |
Subject: | local linear estimation | stochastic discount factor | stochastic expansion | α-mixing | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics | Momentenmethode | Method of moments | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
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