Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators.
In this paper we exploit the specific structure of the Euler equation and develop two alternative GMM estimators that deal explicitly with measurement error. The first estimator assumes that the measurement error is log-normally distributed. The second estimator drops the distributional assumption a...
| Principais autores: | , , |
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| Formato: | Journal article |
| Idioma: | English |
| Publicado em: |
John Wiley & Sons, Ltd.
2009
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