Grant: Standard Research Grants
Concordia University
$7,000.00
Nonparametric likelihood methods for inference in moment condition models with Martingale structure
FY 2003-04
Program
Standard Research Grants
Recipient
Location
Quebec, Canada
Recipient Type
Academia
Type
Grant
Source
SSHRC's Expenditures File
As published
Cle
4340
Name nom
Gospodinov, Nikolay
Role
Applicant
Award amount
7000.00
Fiscal year exercice financier
2003
Institution
Concordia University
Établissement
Université Concordia
Province id
QC
Province en
Québec
Province fr
Québec
Competition year
2002
Title
Nonparametric likelihood methods for inference in moment condition models with Martingale structure
Keywords
nonparametric likelihood; generalized method of moments; weakly dependent data; martingale difference sequence; confidence intervals by test inversion; moment conditions with martingale structure
Program name en
Standard Research Grants
Program name fr
Subventions ordinaires de recherche
Discipline en
Mathematical and Quantitative Methods
Discipline fr
Méthodes mathématiques et quantitatives
Main discipline en
Economics
Main discipline fr
Sciences économiques
Area of research en
Financial and Monetary Systems
Area of research fr
Systèmes financiers et monétaires
