Does illiquidity matter? : an errors-in-variables perspective
François-Éric Racicot, William F. Rentz
| Alternative title: | ¿Es importante la iliquiedez? : un análisis desde el enfoque de errores en variables |
|---|---|
| Year of publication: |
Enero 2018
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| Authors: | Racicot, François-Éric ; Rentz, William F. |
| Published in: |
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada. - Madrid, ISSN 1133-3197, ZDB-ID 2508178-0. - Vol. 36.2018, 1, p. 251-262
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| Subject: | GMM | higher moments | Kalman filter | illiquidity | robust instruments | weak instrumental variables test | IV-Schätzung | Instrumental variables | Momentenmethode | Method of moments | Zustandsraummodell | State space model | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in spanischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011972726