Small-sample properties of estimators of nonlinear models of covariance structure

Journal of Business and Economic Statistics

Volumn 14, Issue 3, 1996, Pages 367-373

  Clark, Todd E ^a  

^a FEDERAL RESERVE BANK OF KANSAS CITY   (United States)

Author keywords

Generalized method of moments; Maximum likelihood; Monte Carlo

Indexed keywords

EID: 0030553682     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1996.10524662     Document Type: Article

References (18)

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