Browsing FGV EPGE - Escola Brasileira de Economia e Finanças by Subject "Método dos momentos (Estatística)"
Now showing items 1-4 of 4
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Asymptotic efficiency in an instrumental variable model
2015-04-28This work studies the hypothesis testing based on generalized method of moments (GMM) estimation given by instruments condition. The importance for the development of Economics lies on the fact that when identi cation is ... -
CAPM estendido para momentos superiores : um teste empírico
2011The inclusion of higher moments in CAPM has been discussed in recent decades. This work performs an empirical test of the model extended to the third and fourth moments, in which the skewness and kurtosis are also priced. ... -
O método generalizado dos momentos (MGM): conceitos básicos
2003-11-01This text presents the basic properties of the Generalised Method of Moments (GMM). It makes for a chapter of a work (textbook) in progress. -
O valor da moeda e a teoria dos preços dos ativos
2003-12-01
