[Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data]
Reply
Bibliographic Data
| ID | 19418481 |
|---|---|
| Authors | George Tauchen (0000-0003-0518-3611, corresponding author) |
| Year | 1986 |
| Volume | 4 |
| Issue | 4 |
| Pages | 423 |
| Publication date | 1986-10-01 |
| Peer Reviewed | Yes |
| Open Access | No |
| Type | ARTICLE |
| Venue | Journal of Business and Economic Statistics (JOURNAL) |
| Journal identifiers | ISSN: 0735-0015 • E-ISSN: 1537-2707 |
| Publisher | JSTOR (PUBLISHER) |
| DOI | 10.2307/1391497 |
| OpenAlex | W4239692824 |
| Language | EN |
George Tauchen, [Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data]: Reply, Journal of Business & Economic Statistics, Vol. 4, No. 4 (Oct., 1986), pp. 423-425
Econometrics · Economics · Estimator · Generalized method of moments · Statistics · Complex Systems and Time Series Analysis · Financial Risk and Volatility Modeling · Mathematics · Applied Mathematics
| Citation velocity | historical |
|---|---|
| Highly cited | No |