EMM: A Program for Efficient Method of Moments Estimation. Version 1.1. User's Guide

George Tauchen () and A. Gallant

No 95-27, Working Papers from Duke University, Department of Economics

Abstract: This Guide shows how to use the computer package EMM, whicih implements the estimator described in "Which Moments to Match" (Gallant and Tauchen, 1994). The term EMM refers to Efficient Method of Moments. The Guide provides an overview of the estimator, instructions on how to acquire the software, and a description of the package. It also walks the reader through a worked example.

JEL-codes: C22 (search for similar items in EconPapers)
Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:duk:dukeec:95-27

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