Small sample properties of the generalized method of moments estimators : application to the ARCH-model
Shigeyuki Hamori
| Year of publication: |
1996
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|---|---|
| Authors: | Hamori, Shigeyuki |
| Published in: |
Kobe University economic review. - Kobe : [Verlag nicht ermittelbar], ISSN 0454-1111, ZDB-ID 300503-3. - Vol. 42.1996, p. 81-90
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| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001228922