An Introduction to the Generalized Method of Moments
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- Chistiano, Lawrence J & den Haan, Wouter J, 1996.
"Small-Sample Properties of GMM for Business-Cycle Analysis,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 14(3), pages 309-327, July.
- Lawrence J. Christiano & Wouter den Haan, 1995. "Small sample properties of GMM for business cycle analysis," Working Paper Series, Macroeconomic Issues 95-3, Federal Reserve Bank of Chicago.
- Lawrence J. Christiano & Wouter Den Haan, 1995. "Small sample properties of GMM for business cycle analysis," Staff Report 199, Federal Reserve Bank of Minneapolis.
- Lawrence J. Christiano & Wouter J. Den Haan, 1995. "Small Sample Properties of GMM for Business Cycle Analysis," NBER Technical Working Papers 0177, National Bureau of Economic Research, Inc.
- Kenneth D. West, 1993. "Inventory Models," NBER Technical Working Papers 0143, National Bureau of Economic Research, Inc.
- Hideki Nakamura, 1996. "Testing The Structural Stability Of A Risk Aversion Parameter In The Foreign Exchange Market," The Japanese Economic Review, Japanese Economic Association, vol. 47(3), pages 286-296, September.
- Mc Manus, Des & Watt, David, 1999. "Estimating One-Factor Models of Short-Term Interest Rates," Staff Working Papers 99-18, Bank of Canada.
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Keywordsstatistical analysis ; econometrics ; economic models;
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