New Minimum Chi-Square Methods in Empirical Finance
Preprint
- 1 January 1998
- preprint
- Published by Elsevier in SSRN Electronic Journal
Abstract
The paper reviews recently developed simulation-based minimum chi-square estimators for structural models. Particular attention is paid to selection of the auxiKeywords
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This publication has 1 reference indexed in Scilit:
- Testing Continuous-Time Models of the Spot Interest RatePublished by National Bureau of Economic Research ,1995