Efficient Estimation Using the Characteristic Function
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- Carrasco, Marine & Kotchoni, Rachidi, 2017. "Efficient Estimation Using The Characteristic Function," Econometric Theory, Cambridge University Press, vol. 33(2), pages 479-526, April.
- Marine Carrasco & Rachidi Kotchoni, 2013. "Efficient estimation using the Characteristic Function," CIRANO Working Papers 2013s-22, CIRANO.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Pierre Chaussé, 2011. "Generalized empirical likelihood for a continuum of moment conditions," Working Papers 1104, University of Waterloo, Department of Economics, revised Oct 2011.
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More about this item
KeywordsConditional moment restriction; Continuum of moment conditions; Generalized method of moments; Mean square error; Stochastic expansion; Tikhonov regularization;
- C00 - Mathematical and Quantitative Methods - - General - - - General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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