Efficient Estimation for Models With Nonlinear Heteroscedasticity

Keyphrases

• Heteroscedasticity 100%
• Cramer-Rao Lower Bound 100%
• Performance Prediction 50%
• Efficient Estimator 50%
• Efficiency Loss 50%
• Monte Carlo Study 50%
• Relative Efficiency 50%
• Efficiency Gain 50%
• Model Design 50%
• Inflation Rate 50%
• Estimation Efficiency 50%
• Symmetric Density 50%
• Design Structure 50%
• Heteroscedastic Model 50%

Mathematics

• Heteroscedasticity 100%
• Upper Bound 100%
• Monte Carlo Study 50%
• Asymmetric 50%
• Relative Efficiency 50%
• Quantile Regression 50%
• Quantile 50%
• Inflation Rate 50%
• Model Design 50%

Economics, Econometrics and Finance

• Inflation Rate 100%