Finite sample properties of the efficient method of moments
Rómulo A. Chumacero
| Year of publication: |
1997 ; [Elektronische Ressource]
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| Other Persons: | Chumacero, Rómulo A. (contributor) |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 2.1997, 2, p. 35-51
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| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | CAPM | Theorie | Theory | Momentenmethode | Method of moments | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | ill |
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| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzung: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001769659