Efficient Method of Moments Estimation with Application to Stochastic Differential Equations

应用于随机微分方程的高效矩估计方法

• 批准号: 9514198
• 负责人: A. Ronald Gallant
• 金额: $ 16.99万
• 依托单位: University of North Carolina at Chapel Hill
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 1996
• 资助国家: 美国
• 起止时间: 1996-07-01 至 1999-06-30
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9514198&HistoricalAwards=false
• 关键词: Efficient; Method; Moments; Estimation; Application

A. Ronald Gallant University of North Carolina - Chapel Hill SBR-9514198 This research represents a continuation of research in nonlinear econometric methods. The research has applications in other disciplines than economics, such as biological sciences. It will develop better approximations to underlying data. The P.I. will continue to work on methodologies that sequentially improve the approximations as information becomes available and permit reliable inference at each intermediate stage of model evolution. Application fields within economics include money, macroeconomics, and finance.

A. Ronald Gallant 北卡罗来纳大学教堂山分校 SBR-9514198 这项研究代表了非线性计量经济学方法研究的延续。 该研究在经济学以外的其他学科中也有应用，例如生物科学。 它将开发出更好的基础数据近似值。 P.I.将继续研究随着信息的可用而顺序改进近似值的方法，并允许在模型演化的每个中间阶段进行可靠的推理。 经济学中的应用领域包括货币、宏观经济学和金融。