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Finite Sample Properties Alternative by Hansen Lars (23 results)
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Finite Sample Properties of Some Alternative GMM Estimators
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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£ 13.61
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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
PF. Condition: New.
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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
£ 15.49
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Finite Sample Properties of Some Alternative Gmm Estimators Classic Reprint
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
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£ 16.95
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Finite Sample Properties of Some Alternative Gmm Estimators (Classic Reprint)
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
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£ 21.63
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Finite Sample Properties of Some Alternative GMM Estimators
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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£ 25.83
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£ 22.25
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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
£ 24.09
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£ 20.59
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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
£ 40.61
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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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Finite Sample Properties of Some Alternative GMM Estimators
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
£ 15.55
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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
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
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£ 15.72
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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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Add to basketPAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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Condition: New. Print on Demand.
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Finite Sample Properties of Some Alternative GMM Estimators
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
£ 26.52
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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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Finite Sample Properties of Some Alternative GMM Estimators
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
£ 28.49
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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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£ 29.59
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£ 23.54
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Finite sample properties of some alternative GMM estimators 1994 [Leather Bound]
Publication Date: 2024
£ 38.35
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Add to basketLeather Bound. Condition: New. Language: English. This book is available in 5 different Leather color without any extra cost. Explore More Options by Clicking on 'More Images' and Notify Us of Your Choice via Email within 24 hours of placing the order. Presenting an Exquisite Leather-Bound Edition, expertly crafted by the prestigious organization "Rare Biblio" with Original Natural Leather that gracefully adorns the spine and corners. The allure continues with Golden Leaf Printing that adds a touch of elegance, while Hand Embossing on the rounded spine lends an artistic flair. This masterpiece has been meticulously reprinted in 2024, utilizing the invaluable guidance of the original edition published many years ago in 1994. The contents of this book are presented in classic black and white. Its durability is ensured through a meticulous sewing binding technique, enhancing its longevity. Imprinted on top-tier quality paper. A team of professionals has expertly processed each page, delicately preserving its content without alteration. Due to the vintage nature of these books, every page has been manually restored for legibility. However, in certain instances, occasional blurriness, missing segments, or faint black spots might persist. We sincerely hope for your understanding of the challenges we faced with these books. Recognizing their significance for readers seeking insight into our historical treasure, we've diligently restored and reissued them. Our intention is to offer this valuable resource once again. We eagerly await your feedback, hoping that you'll find it appealing and will generously share your thoughts and recommendations. Lang: - English, Pages: : - 74, Print on Demand. If it is a multi-volume set, then it is only a single volume. Product Disclaimer: Kindly be informed that, owing to the inherent nature of leather as a natural material, minor discolorations or textural variations may be perceptible. Explore the FOLIO EDITION (12x19 Inches): Available Upon Request. 74.
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