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Empirical asset pricing : models and methods
Ferson, Wayne E.
-
2019
method
of
moments
(GMM) -- Gmm implementation -- GMM covariance matrices -- GMM tests -- Advanced gmm -- GMM examples …
Persistent link: https://www.econbiz.de/10011877316
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2
Methods for estimation and inference in modern econometrics
Anatolyev, Stanislav
;
Gospodinov, Nikolay
-
2011
Persistent link: https://www.econbiz.de/10009243504
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3
Micro-econometrics : methods of moments and limited dependent variables
Lee, Myoung-jae
-
2010
-
2. ed.
Persistent link: https://www.econbiz.de/10003874947
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4
Panel data econometrics : methods-of-moments and limited dependent variables
Lee, Myoung-jae
-
2002
Persistent link: https://www.econbiz.de/10001669629
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