Číek, Pavel; Härdle, Wolfgang - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2006
Econometrics often deals with data under, from the statistical point of view, non-standard conditions such as … estimation of location, scale, or linear regression for a long time, they motivated a rangeof new econometric methods recently … estimatorsare discussed later in Section 3, covering tasks from time series regression overGMM estimation to simulation …