On The Applications of Generalized Method of Moments When There are Infinite Higher Moments
碩士 === 國立彰化師範大學 === 統計資訊研究所 === 103 === In this thesis, we will study the problem on how to implement the celebrated generalized method of moments (GMM) proposed by Han sen (1982) in the econometric models when higher moments are infinite . A direct method is to consider the trimmed sum of the origi...
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/18751067503793947254 |