EMM: A Program for Efficient Method of Moments Estimation. Version 1.1. User's Guide

This Guide shows how to use the computer package EMM, whicih implements the estimator described in "Which Moments to Match" (Gallant and Tauchen, 1994). The term EMM refers to Efficient Method of Moments. The Guide provides an overview of the estimator, instructions on how to acquire the software, and a description of the package. It also walks the reader through a worked example.

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Year of publication:	1995
Authors:	Tauchen, George E. ; Gallant, A. Ronald
Institutions:	Duke University, Department of Economics

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Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 95-27
Classification:	C22 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005787353