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~isPartOf:"Journal of econometrics"
~person:"Tauchen, George Eugene"
~subject:"Momentenmethode"
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Momentenmethode
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Tauchen, George Eugene
Gallant, A. Ronald
4
Lee, Lung-fei
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Schmidt, Peter
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Sun, Yixiao
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Baltagi, Badi H.
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
The relative efficiency of method of moments estimators
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 149-172
Persistent link: https://www.econbiz.de/10001400094
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2
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
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