GMM Estimation of Affine Term Structure Models
Skúmanie odhadu parametrov modelov afinnej štruktúry pomocou zovšeobecnenej metódy momentov. Generalizovaná metóda momentov (GMM) a odhad parametrov a vlastnosti konečnej vzorky. Odhad parametrov v empirických údajoch.
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Book Chapter |
| Language: | English |
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
Similar Items: GMM Estimation of Affine Term Structure Models
- <The> CGE Models parameters estimations techniques
- Modelling of Risk in Term of Claim Reserves Estimation
- Rozdelenie priora a posteriora pri bayesovských odhadoch v ekonometrii
- Využitie metódy maximálnej vierohodnosti v programe EViews
- Estimation in inter-laboratory comparisons models
- Construction and bayesian estimation of DSGE models for the euro area <a> statistical framework