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Software for EMM (Efficient Method of Moments)

  Link Details for: Software for EMM (Efficient Method of Moments)
Link Title: Software for EMM (Efficient Method of Moments) Open in a new window
Link URL: http://www.econ.duke.edu/~get/emm.html
Link Details: Code and User's Guide for EMM are freely available. Posted versions contain worked examples for estimation of continuous time stochastic differential equations for the short-term interest rate and stock prices.
Category: Top : Science : Math : Applications : Mathematical_Economics_and_Financial_Mathematics
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Software for EMM (Efficient Method of Moments)