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Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der - In: The econometrics journal 1 (1998) 1, pp. 203-227
Persistent link: https://www.econbiz.de/10001443691
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ECF estimation of Markov models where the transition density is unknown
Jiang, George J.; Preminger, Arie; Knight, John L. - In: The econometrics journal 13 (2010) 2, pp. 245-270
Persistent link: https://www.econbiz.de/10003978523
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ECF estimation of Markov models where the transition density is unknown
Jiang, George J.; Knight, John L. - In: The econometrics journal 13 (2010) 2, pp. 245-271
Persistent link: https://www.econbiz.de/10008412173