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Efficient Method of Moments

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Author Info
Gallant, A. Ronald
Tauchen, George

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Abstract

We describe a computationally intensive methodology for the estimation and analysis of partially observable nonlinear systems. An example from epidemiology is the SEIR model, which is a system of differential equations with random coefficients that describe a population in terms of four state variables: those susceptible to disease, those exposed to it, those infected by it, and those recovered from it. Only those infected by the disease are known to public health officials. An example from finance is the continuous-time stochastic volatility model, which is a system of stochastic differential equations that describes a security's price and instantaneous variance. Only the security's price can be observed directly. System parameters are estimated by a variant of simulated method of moments known as efficient method of moments (EMM). The idea is to match moments implied by the system to moments implied by the transition density for observables. System analysis is accomplished by reprojection. Reprojection is carried out by projecting a long simulation from the estimated system onto an appropriate representation of a relationship of interest. A general purpose representation is a Hermite expansion of the conditional density of state variables given observables. A reprojection density thus obtained embodies all constraints implied by the nonlinear system and is analytically convenient. As an instance, nonlinear filtering can be accomplished by computing the conditional mean of the reprojection density and evaluating it at observed values from the data. Ideas are illustrated by using the methodology to assess the dynamics of a stochastic volatility model for daily Microsoft closing prices.

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Paper provided by Duke University, Department of Economics in its series Working Papers with number 02-06.

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Date of creation: 2002
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Handle: RePEc:duk:dukeec:02-06

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  1. Helena Veiga, 2006. "Volatility Forecasts: A Continuous Time Model Versus Discrete Time Models1," Statistics and Econometrics Working Papers ws062509, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
  2. Diego Valderrama, 2002. "Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model," Working Papers in Applied Economic Theory 2002-13, Federal Reserve Bank of San Francisco. [Downloadable!]
    Other versions:
  3. Diego Valderrama, 2002. "The impact of financial frictions on a small open economy: when current account borrowing hits a limit," Working Papers in Applied Economic Theory 2002-15, Federal Reserve Bank of San Francisco. [Downloadable!]
  4. Eric Ghysels & Alain Guay, 2001. "Testing for Structural Change in the Presence of Auxiliary Models," CIRANO Working Papers 2001s-54, CIRANO. [Downloadable!]
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  5. Monica Gentile & Roberto Renò, 2002. "Which Model for the Italian Interest Rates?," LEM Papers Series 2002/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  6. Lundbergh, Stefan & Teräsvirta, Timo, 2003. "A time series model for an exchange rate in a target zone with applications," Working Paper Series in Economics and Finance 533, Stockholm School of Economics.
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  7. Helena Veiga, 2006. "A Two Factor Long Memory Stochastic Volatility Model," Statistics and Econometrics Working Papers ws061303, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
  8. Helena Veiga, 2006. "Are Feedback Factors Important In Modelling Financial Data?," Statistics and Econometrics Working Papers ws060101, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
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  9. Yong Zeng & Shu Wu, 2004. "A General Equilibrium Model of the Term Structure of Interest Rates under Regime-switching Risk," Econometric Society 2004 North American Summer Meetings 304, Econometric Society. [Downloadable!]
  10. Dante Jara, 2004. "Un Modelo Estadístico Flexible para la Estructura Intertemporal de Tasas en Chile," Econometrics 0412010, EconWPA. [Downloadable!]
  11. Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 1999. "A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation," CIRANO Working Papers 99s-48, CIRANO. [Downloadable!]
  12. Hao Zhou, 2000. "A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model," Finance and Economics Discussion Series 2000-45, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  13. Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 2002. "Alternative Models for Stock Price Dynamics," CIRANO Working Papers 2002s-58, CIRANO. [Downloadable!]
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  14. Eric Hillebrand, 2003. "Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models," Econometrics 0301003, EconWPA. [Downloadable!]
  15. Diego Valderrama, 2003. "Statistical Nonlinearities in the Business Cycle," Computing in Economics and Finance 2003 219, Society for Computational Economics. [Downloadable!]
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