Using implied probabilities to improve the estimation of unconditional moment restrictions for weakly dependent data
Alain Guay and Florian Pelgrin
| Year of publication: |
2016
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|---|---|
| Authors: | Guay, Alain ; Pelgrin, Florian |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 1/4, p. 344-372
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| Subject: | Generalized method of moments | Implied probabilities | Information-based inference | Linear rational expectation models | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Rationale Erwartung | Rational expectations | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2014.966630 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011549937