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Finite Sample Properties of Some Alternative Gmm Estimators
Published by Hardpress Publishing, 2013
ISBN 10: 1314823353 ISBN 13: 9781314823356
Language: English
PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
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PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
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Finite Sample Properties of Some Alternative Gmm Estimators Classic Reprint
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
US$ 21.28
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Add to basketPAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
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HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.
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Finite Sample Properties of Some Alternative Gmm Estimators
Published by Hardpress Publishing, 2013
ISBN 10: 1314823353 ISBN 13: 9781314823356
Language: English
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
US$ 19.21
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Add to basketPAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
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Finite Sample Properties of Some Alternative Gmm Estimators (Classic Reprint)
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Finite Sample Properties of Some Alternative GMM Estimators
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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Finite Sample Properties of Some Alternative GMM Estimators
Published by Legare Street Press 2022-10, 2022
ISBN 10: 1016430957 ISBN 13: 9781016430951
Language: English
US$ 15.74
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Finite Sample Properties of Some Alternative Gmm Estimators.
Published by HardPress Publishing, 2013
ISBN 10: 1314823353 ISBN 13: 9781314823356
Language: English
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
US$ 19.21
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Add to basketPaperback. Condition: New. New copy - Usually dispatched within 4 working days. 139.
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Condition: New.
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Finite Sample Properties of Some Alternative GMM Estimators
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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US$ 17.72
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Add to basketPaperback. Condition: New. Print on Demand. This book dissects the limitations of traditional econometric methods commonly used in the study of asset pricing models. The author proposes alternative estimators that are asymptotically efficient. These methods are categorized into two-step, iterative, and continuous-updating estimators. The author then compares the finite sample properties of each, including bias, efficiency, coverage accuracy, and power. Using simulations calibrated to monthly and annual time series data, the author demonstrates that two-step and iterative estimators often suffer from severe finite sample biases and exhibit substantial size distortions in tests of overidentifying restrictions. In contrast, the continuous-updating estimator performs well, even in small samples, and often outperforms the other estimators. Notably, the continuous-updating estimator is invariant to how the moment conditions are scaled. The author's findings suggest that researchers should reconsider their traditional reliance on two-step and iterative GMM estimators in favor of continuous-updating GMM, especially when sample sizes are small or when the moment conditions are nonlinear in the parameters of interest. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.
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PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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US$ 44.38
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Finite Sample Properties of Some Alternative GMM Estimators
Published by Creative Media Partners, LLC Okt 2022, 2022
ISBN 10: 1016430957 ISBN 13: 9781016430951
Language: English
US$ 32.66
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Finite Sample Properties of Some Alternative GMM Estimators
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
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Add to basketPAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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Finite Sample Properties of Some Alternative Gmm Estimators.
Published by HardPress Publishing, 2013
ISBN 10: 1314823353 ISBN 13: 9781314823356
Language: English
US$ 22.38
Convert currencyUS$ 57.49 shipping from Germany to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. KlappentextrnrnUnlike some other reproductions of classic texts (1) We have not used OCR(Optical Character Recognition), as this leads to bad quality books with introduced typos. (2) In books where there are images such as portraits, maps, sketc.
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Finite Sample Properties of Some Alternative GMM Estimators
Published by Creative Media Partners, LLC Okt 2022, 2022
ISBN 10: 1016426232 ISBN 13: 9781016426237
Language: English
US$ 55.05
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Add to basketBuch. Condition: Neu. Neuware.
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Finite Sample Properties of Some Alternative GMM Estimators
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
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Add to basketPaperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 156.
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HRD. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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US$ 30.88
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Finite Sample Properties of Some Alternative GMM Estimators
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
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US$ 37.04
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Add to basketHRD. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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US$ 41.35
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Finite Sample Properties of Some Alternative GMM Estimators
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
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Add to basketHardback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 156.
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