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GMM estimation of a stochastic volatility model with realized volatility: a Monte Carlo study
Chaussé, Pierre, (2012)
A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model
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A finite sample correction for the variance of linear two-step GMM estimators
Windmeijer, Frank, (2000)
The weighted method of moments approach for moment condition models
Xiao, Zhiguo, (2010)
Regulatory arbitrage, shadow banking and monetary policy in China
Le, Vo Phuong Mai, (2022)
Rational Cost Inefficiency in Chinese Banks
Matthews, Kent, (2010)