Joint Estimation Using Quadratic Estimating Function
Work
Year: 2011
Type: article
Abstract: A class of martingale estimating functions is convenient and plays an important role for inference for nonlinear time series models. However, when the information about the first four conditional mome... more
Authors You Liang, A. Thavaneswaran, B. Abraham
Institutions University of Manitoba, University of Waterloo
Cites: 14
Cited by: 17
Related to: 10
FWCI: 1.173
Citation percentile (by year/subfield): 89.87
Subfield: Finance
Domain: Social Sciences
Open Access status: gold
APC paid (est): $1,025