Wavelet instruments for efficiency gains in generalized method of moment models

Antonis Michis; Theofanis Sapatinas

Year of publication:	2007
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
Subject:	Momentenmethode \| Method of moments \| Schätztheorie \| Estimation theory \| Zustandsraummodell \| State space model

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