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Small sample bias in GMM estimation of covariance structures

Altonji, Joseph G. - 1994

Persistent link: https://www.econbiz.de/10000889238

Small sample bias in GMM estimation of covariance structures

Altonji, Joseph G.; Segal, Lewis M. - 1994

Persistent link: https://www.econbiz.de/10000893251

Outlier robust GMM estimation of leverage determinants

Lucas, André; Dijk, Ronald van; Kloek, Teun - 1994

Persistent link: https://www.econbiz.de/10000151692

Small sample properties of Generalized Method of Moments based Wald tests

Burnside, Craig; Eichenbaum, Martin S. - 1994

Persistent link: https://www.econbiz.de/10000895520

GMM-Estimation of nonlinear models on panel data

Breitung, Jörg - 1994

Persistent link: https://www.econbiz.de/10013359828

GMM: a user guide

Ōgaki, Masao - 1993

Persistent link: https://www.econbiz.de/10000856893

A new approach to generalized method of moments estimation

Imbens, Guido - 1993

Persistent link: https://www.econbiz.de/10000859529

A macroeconomic rationing model estimated by cointegration techniques and generalized method of moments

Heinesen, Eskil - 1993

Persistent link: https://www.econbiz.de/10000875926

Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing

Flesaker, Bjorn - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 4, pp. 483-495

Persistent link: https://www.econbiz.de/10001160498

Quasi-Maximum Likelihood Estimation of Stochastic Variance Models

Ruiz, Esther - Suntory and Toyota International Centres for Economics … - 1992

Method of Moments is shown to be quite high for the typical parameter values often found in empirical applications. The QML … the observations. The relative efficiency of the QML estimator when compared with estimators based on the Generalized …

Persistent link: https://www.econbiz.de/10010720243

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