Robust efficient method of moments
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
Reference25 articles.
1. Efficient Method of Moments estimation of a stochastic volatility model;Andersen;Journal of Econometrics,1999
2. Estimating stochastic differential equations efficiently by minimum chi-squared;Gallant;Biometrica,1997
3. Semi-nonparametric maximum likelihood estimation;Gallant;Econometrica,1987
4. Which moments to match?;Gallant;Econometric Theory,1996
5. The relative efficiency of method of moments estimators;Gallant;Journal of Econometrics,1999
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