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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