Minimum Distance Estimation of Dynamic Models with Errors-In-Variables
Year of publication: |
2014-08-01
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Authors: | Gospodinov, Nikolay ; Komunjer, Ivana ; Ng, Serena |
Institutions: | Federal Reserve Bank of Atlanta |
Subject: | measurement error | minimum distance | simulation estimation | dynamic panel |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Working Paper Number 2014-11 37 pages |
Classification: | C1 - Econometric and Statistical Methods: General ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models |
Source: |
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Minimum distance estimation of dynamic models with errors-in-variables
Gospodinov, Nikolaj, (2014)
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Minimum distance estimation of dynamic models with errors-in-variables
Gospodinov, Nikolay, (2014)
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Chen, Xiaohong, (2008)
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Minimum distance estimation of possibly non-invertible moving average models
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Minimum distance estimation of dynamic models with errors-in-variables
Gospodinov, Nikolay, (2014)
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Minimum distance estimation of dynamic models with errors-in-variables
Gospodinov, Nikolaj, (2014)
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