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20122024
most citedGlobal self-weighted and local quasi-maximum exponential likelihood estimators for ARMA--GARCH/IGARCH models

90 citations · 100 across the 17 of their papers we have counts for

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econ.EM2024

Estimation for conditional moment models based on martingale difference divergence

Kunyang Song, Feiyu Jiang, Ke Zhu

We provide a new estimation method for conditional moment models via the martingale difference divergence (MDD).Our MDD-based estimation method is formed in the framework of a cont…