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Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data

George Tauchen
DOI: 10.2307/1391493
Journal of Business and Economic Statistics

Data up to Jan 2025

Published1986
Citations117
References0
Fields
MathematicsEconomicsEconometricsStatisticsApplied mathematics

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Statistical Properties of Generalized Method-of-Moments Estimators of Structural… (1986) – Journal of Business and Economic Statistics | Metascience Observatory Explorer