Moment selection and bias reduction for GMM in conditionally heteroskedastic models

Econometric Theory and Practice: Frontiers of Analysis and Applied Research

Volumn , Issue , 2006, Pages 36-56

  Kuersteiner, Guido M ^a  

^a BOSTON UNIVERSITY   (United States)

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EID: 84865315852     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9781139164863.004     Document Type: Chapter

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