On the asymptotic efficiency of GMM
Year of publication: |
2014
|
---|---|
Authors: | Carrasco, Marine ; Florens, Jean-Pierre |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 30.2014, 2, p. 372-406
|
Subject: | Theorie | Theory | Momentenmethode | Method of moments |
-
Entropic latent variable integration via simulation
Schennach, Susanne M., (2013)
-
Estimating quantile families of loss distributions for non-life insurance modelling via L-moments
Peters, Gareth, (2016)
-
Fitting a distribution to value-at-risk and expected shortfall, with an application to covered bonds
Tasche, Dirk, (2016)
- More ...
-
Carrasco, Marine, (2007)
-
Efficient estimation of general dynamic models with a continuum of moment conditions
Carrasco, Marine, (2007)
-
A spectral method for deconvolving a density
Carrasco, Marine, (2011)
- More ...