Robust estimation of moment condition models with weakly dependent data
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References listed on IDEAS
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- Márcio Poletti Laurini & Luiz Koodi Hotta, 2016. "Generalized moment estimation of stochastic differential equations," Computational Statistics, Springer, vol. 31(3), pages 1169-1202, September.
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KeywordsBlocking; Generalized Empirical Likelihood; Hellinger Distance; Robustness; Efficient Estimation; Mixing;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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