Wavelet instruments for efficiency gains in generalized method of moment models
Antonis Michis; Theofanis Sapatinas
| Year of publication: |
2007
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| Authors: | Michis, Antonis ; Sapatinas, Theofanis |
| 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. 11.2007, 4, p. 1-23
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| Subject: | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Zustandsraummodell | State space model |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.2202/1558-3708.1531 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009513646