Small Sample Properties of GMM for Business Cycle Analysis
收藏NBER1995-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0177
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资源简介：
We investigate, by Monte Carlo methods, the finite sample properties of GMM procedures for conducting inference about statistics that are of interest in the business cycle literature. These statistics include the second moments of data filtered using the first difference and Hodrick-Prescott filters
提供机构：
美国国家经济研究局
创建时间：
1995-03-01
