1. GMM Estimation of Affine Term Structure Models
| Title | GMM Estimation of Affine Term Structure Models | ||||||||
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| Translation | GMM odhad modelov afinnej štruktúry | ||||||||
| Author info | Jaroslava Hloušková, Leopold Sögner | ||||||||
| Author | Hloušková Jaroslava EUBFNHKET - Katedra ekonómie FNH | ||||||||
| Co-authors | Sögner Leopold | ||||||||
| Source document | Econometrics and Statistics. No. 13 (2020), pp. 2-15 online. - Amsterdam : Elsevier Science Publishers B.V.. ISSN 2452-3062 | ||||||||
| DOI | 10.1016/j.ecosta.2019.10.001 | ||||||||
| Note | Austrian Central Bank under Anniversary Grant Nr. 14678. - Registrovaný: Scopus. - Registrovaný: Web of Science | ||||||||
| Document kind | schedule of articles from periodics | ||||||||
| Language | English | ||||||||
| Country of Edition | Netherlands | ||||||||
| Keywords | odhady * modely * štatistika * ekonometria | ||||||||
| Annotation | Skúmanie odhadu parametrov modelov afinnej štruktúry pomocou zovšeobecnenej metódy momentov. Generalizovaná metóda momentov (GMM) a odhad parametrov a vlastnosti konečnej vzorky. Odhad parametrov v empirických údajoch. | ||||||||
| Public work category | ADM | ||||||||
| Registered in | WOS | ||||||||
| Registered in | SCOPUS | ||||||||
| Database | PUBLIKAČNÁ ČINNOSŤ | ||||||||
| No. of Archival Copy | E22 00075-001, kópia plného textu | ||||||||
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