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On the Asymptotic Efficiency of GMM
Carrasco, Marine; Florens, Jean-Pierre - Institut d'Économie Industrielle (IDEI), Toulouse … - 2003
Persistent link: https://www.econbiz.de/10005767482
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Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions
Carrasco, Marine; Chernov, Mikhaël; Florens, Jean-Pierre; … - Institut d'Économie Industrielle (IDEI), Toulouse … - 2000
Persistent link: https://www.econbiz.de/10005635897
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Spectral Method for Deconvolving a Density
Carrasco, Marine; Florens, Jean-Pierre - Institut d'Économie Industrielle (IDEI), Toulouse … - 2002
Persistent link: https://www.econbiz.de/10005597073
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Efficient GMM Estimation Using the Empirical Characteristic Function
Carrasco, Marine; Florens, Jean-Pierre - Institut d'Économie Industrielle (IDEI), Toulouse … - 2002
Persistent link: https://www.econbiz.de/10005597085