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Local Lagged Adapted Generalized Method of Moments: An Innovative Estimation and Forecasting Approach and its Applications.pdf

Research output: Contribution to journalArticlepeer-review

Original languageAmerican English
JournalTime Series Econometrics
Volume11
Issue number1
DOIs
StatePublished - Jan 23 2019

Keywords

  • Conceptual computational/theoretical parameter estimation scheme; Method of Moments; Nonparametric; Simulation; Forecasting; Mean Square Optimal Procedure; Reaction/response time delay.

Disciplines

  • Applied Mathematics
  • Numerical Analysis and Computation
  • Mathematics
  • Statistics and Probability

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