A Computational Implementation of GMM
Year of publication: |
2014
|
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Authors: | Gao, Jiti ; Hong, Han |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | M-estimators | Monte Carlo Markov Chain methods | Nonparametric Regressions |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 24/14 |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: |
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A computational implementation of GMM
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