A note on the asymptotic lower bound for the covariance matrix of the GMM estimator of the parameters of agents' utility functions

Finite state Markov chain approximations to univariate and vector autoregressions

Tauchen, George Eugene, (1986)

A note on the asymptotic lower bound for the covariance matrix of the GMM estimator of the parameters of agents' utility functions

Tauchen, George Eugene, (1986)

Statistical properties of generalized method-of-moments estimators of structural parameters obtained from financial market data

Tauchen, George Eugene, (1986)