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~isPartOf:"Energy economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Hansen, Lars Peter"
~subject:"Estimation theory"
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Energy economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The review of financial studies
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Special section on small-sample properties of generalized method of moments (GMM)
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Efficient estimation of linear asset-pricing models with moving average errors
Hansen, Lars Peter
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 53-68
Persistent link: https://www.econbiz.de/10001203180
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Finite-sample properties of some alternative GMM estimators
Hansen, Lars Peter
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 262-280
Persistent link: https://www.econbiz.de/10001334396
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