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Moments method (Statistics)
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Empirical evaluation of asset pricing models : a comparison of the SDF and beta methods
.
by
Jaganathan, Ravi.
; Cambridge: National Bureau of Economic Research, 2000.
Subject:
Assets (Accounting) -- Prices -- Econometric models
;
Input-output analysis
;
Moments method (Statistics)
.
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Generalized method of moments
.
by
Hall, Alastair R.
; Oxford: Oxford University Press, 2005.
Subject:
Moments method (Statistics)
;
Econometric models
;
Time-series analysis
;
Estimation theory
;
Economics -- Statistical methods
.
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Relevance: 20.78%
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