Using samples of unequal length in generalized method of moments estimation
Anthony W. Lynch and Jessica A. Wachter
| Year of publication: |
2013
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|---|---|
| Authors: | Lynch, Anthony W. ; Wachter, Jessica |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 48.2013, 1, p. 277-307
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| Subject: | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | Ökonometrie | Econometrics | Welt | World |
| 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/10009772357