The relative efficiency of method of moments estimators

Journal of Econometrics

Volumn 92, Issue 1, 1999, Pages 149-172

  Gallant, A Ronald ^a   Tauchen, George ^b  

^a UNIVERSITY OF NORTH CAROLINA   (United States)

^b DUKE UNIVERSITY   (United States)

Author keywords

Auction data; Conventional method of moments; Efficient method of moments; Financial market data; Simulation estimators

Indexed keywords

EID: 0000709535     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-4076(98)00088-8     Document Type: Article

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