Using Samples of Unequal Length in Generalized Method of Moments Estimation
收藏NBER2008-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w14411
下载链接
链接失效反馈官方服务：
资源简介：
Many applications in financial economics use data series with different starting or ending dates. This paper describes estimation methods, based on the generalized method of moments (GMM), which make use of all available data for each moment condition. We introduce two asymptotically equivalent
提供机构：
美国国家经济研究局
创建时间：
2008-10-01
