Efficient GMM Estimation Using the Empirical Characteristic Function

Marine Carrasco and Jean-Pierre Florens

No 140, IDEI Working Papers from Institut d'Économie Industrielle (IDEI), Toulouse

Date: 2002
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (20)

Downloads: (external link)
http://idei.fr/sites/default/files/medias/doc/by/florens/efficientgmm.pdf Full text (application/pdf)

Related works:
Working Paper: Efficient GMM Estimation Using the Empirical Characteristic Function (2000)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ide:wpaper:1036

Access Statistics for this paper

More papers in IDEI Working Papers from Institut d'Économie Industrielle (IDEI), Toulouse Contact information at EDIRC.
Bibliographic data for series maintained by ().