Moment and IV selection approaches : a comparative simulation study
Year of publication: |
2016
|
---|---|
Authors: | Caner, Mehmet ; Maasoumi, Esfandiar ; Riquelme, Juan Andrés |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 8/10, p. 1562-1581
|
Subject: | Averaging | Monte Carlo | Shrinkage | Theorie | Theory | Simulation | Monte-Carlo-Simulation | Monte Carlo simulation | Momentenmethode | Method of moments |
-
Biørn, Erik, (2018)
-
Stochastic volatility : a tale of co-jumps, non-normality, GMM and high frequency data
Ewald, Christian, (2021)
-
Spatial dynamic panel model and system GMM : a Monte Carlo investigation
Kukenova, Madina, (2009)
- More ...
-
When Do Sudden Stops Really Hurt?
Caner, Mehmet, (2009)
-
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models
Callot, Laurent, (2015)
-
Caner, Mehmet, (1999)
- More ...