Grant: Standard Research Grants
Concordia University
$15,000.00
Improving finite sample performances of GMM
FY 2006-07
Program
Standard Research Grants
Recipient
Location
Quebec, Canada
Recipient Type
Academia
Type
Grant
Source
SSHRC's Expenditures File
As published
Cle
8974
Name nom
Hirukawa, Masayuki
Role
Applicant
Award amount
15000.00
Fiscal year exercice financier
2006
Institution
Concordia University
Établissement
Université Concordia
Province id
QC
Province en
Québec
Province fr
Québec
Competition year
2007
Title
Improving finite sample performances of GMM
Keywords
generalized method of moments; bootstrap; asymptotic refinements; edgeworth expansion; covariance matrix estimation; kernel smoothing; prewhitening; smoothing parameter choice; generalized empirical likelihood
Program name en
Standard Research Grants
Program name fr
Subventions ordinaires de recherche
Discipline en
Mathematical and Quantitative Methods
Discipline fr
Méthodes mathématiques et quantitatives
Main discipline en
Economics
Main discipline fr
Sciences économiques
Area of research en
Financial and Monetary Systems
Area of research fr
Systèmes financiers et monétaires
