Nonparametric estimation of structural models for high-frequency currency market data
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Publication:1347106
DOI10.1016/0304-4076(94)01618-AzbMath0813.62095MaRDI QIDQ1347106
A. Ronald Gallant, Ravi Bansal, George Tauchen, Robert M. Hussey
Publication date: 6 June 1995
Published in: Journal of Econometrics (Search for Journal in Brave)
nonlinearitiescalibrationexchange ratessimulation estimatorequilibrium monetary modelestimation of structural economic modelsparameterized expectations proceduretime-nonseparable preferencestransaction cost technology
Applications of statistics to economics (62P20) Density estimation (62G07) Statistical methods; economic indices and measures (91B82)
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