Robust estimation of moment condition models with weakly dependent data
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More about this item
Keywords
Blocking; Generalized Empirical Likelihood; Hellinger Distance; Robustness; Efficient Estimation; Mixing;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2015-05-30 (Econometrics)
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