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"Statistical Properties of GMM Estimates of Structural Parameters Using Financial Market Data"

Publication ,  Journal Article
Tauchen, G
Published in: Journal of Business and Economic Statistics
October 1986

Duke Scholars

Published In

Journal of Business and Economic Statistics

Publication Date

October 1986

Volume

4

Related Subject Headings

  • Econometrics
  • 15 Commerce, Management, Tourism and Services
  • 14 Economics
  • 01 Mathematical Sciences
 

Citation

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Tauchen, G. (1986). "Statistical Properties of GMM Estimates of Structural Parameters Using Financial Market Data". Journal of Business and Economic Statistics, 4.
Tauchen, G. “"Statistical Properties of GMM Estimates of Structural Parameters Using Financial Market Data".” Journal of Business and Economic Statistics 4 (October 1986).
Tauchen G. "Statistical Properties of GMM Estimates of Structural Parameters Using Financial Market Data". Journal of Business and Economic Statistics. 1986 Oct;4.
Tauchen, G. “"Statistical Properties of GMM Estimates of Structural Parameters Using Financial Market Data".” Journal of Business and Economic Statistics, vol. 4, Oct. 1986.
Tauchen G. "Statistical Properties of GMM Estimates of Structural Parameters Using Financial Market Data". Journal of Business and Economic Statistics. 1986 Oct;4.

Published In

Journal of Business and Economic Statistics

Publication Date

October 1986

Volume

4

Related Subject Headings

  • Econometrics
  • 15 Commerce, Management, Tourism and Services
  • 14 Economics
  • 01 Mathematical Sciences