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SELECTION MOMENTS AND GENERALIZED METHOD OF MOMENTS FOR HETEROSKEDASTIC MODELS
In this paper, the authors describe the selection methods for moments and the application of the generalized moments method for the heteroskedastic models. The utility of GMM estimators is found in the study of the financial market models. The selection criteria for moments are applied for the ef...
Tallennettuna:
| Päätekijät: | , , |
|---|---|
| Aineistotyyppi: | Artigo |
| Kieli: | Inglês |
| Julkaistu: |
Academy of the Economic Studies of Moldova
2016-06-01
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| Sarja: | Economica |
| Aiheet: | |
| Linkit: | http://irek.ase.md/xmlui/bitstream/handle/123456789/159/ec_2016_2_Anghelache_Manole_Anghel_Selectia.pdf?sequence=1&isAllowed=y |
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