A Sieve-SMM estimator for dynamic models
Year of publication: |
2023
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Authors: | Forneron, Jean-Jacques |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - Chichester : Wiley-Blackwell, ISSN 1468-0262, ZDB-ID 1477253-X. - Vol. 91.2023, 3, p. 943-977
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Subject: | asset pricing | mixture sieve | Simulated method of moments | CAPM | Momentenmethode | Method of moments | Schätztheorie | Estimation theory |
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