Simulation-based method of moments and efficiency
M Carrasco, JP Florens - Journal of Business & Economic …, 2002 - Taylor & Francis
The method of moments is based on a relation E θ0 (h(X t , θ)) = 0, from which an estimator of θ is deduced. In many econometric models, the moment restrictions can not be evaluated …
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The method of moments is based on a relation E θ0 (h(X t , θ)) = 0, from which an estimator of θ is deduced. In many econometric models, the moment restrictions can not be evaluated …