Wavelet instruments for efficiency gains in generalized method of moment models

DOI10.2202/1558-3708.1531zbMATH Open1194.65156OpenAlexW2070691778MaRDI QIDQ3574706FDOQ3574706

Authors: Antonis A. Michis, Theofanis Sapatinas 

Publication date: 2 July 2010

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1531

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Mathematics Subject Classification ID

Monte Carlo methods (65C05) Economic time series analysis (91B84) Numerical methods for wavelets (65T60)

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