Wavelet Instruments for Efficiency Gains in Generalized Method of Moment Models
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Publication:3574706
DOI10.2202/1558-3708.1531zbMath1194.65156OpenAlexW2070691778MaRDI QIDQ3574706
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
Monte Carlo methods (65C05) Economic time series analysis (91B84) Numerical methods for wavelets (65T60)
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