Small sample properties of the generalized method of moments estimators : application to the ARCH-model
Shigeyuki Hamori
| Year of publication: |
1996
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| Authors: | Hamori, Shigeyuki |
| Published in: |
Kobe University economic review. - Kobe, ISSN 0454-1111, ZDB-ID 3005033. - Vol. 42.1996, p. 81-90
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009934210