Using samples of unequal length in generalized method of moments estimation.

Bibliografiska uppgifter
I publikationen:	Journal of financial and quantitative analysis V. 48, 1-3 (2013).
Huvudupphovsman:	Lynch, Anthony W.
Materialtyp:	Artikel
Språk:	English
Ämnen:	Time series. Monte Carlo simulation. Estimating techniques. Asymptotic methods.