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- Thu Nov 08, 2018 9:05 am
- Forum: Estimation
- Topic: GMM Estimation used by Rigobon and Sack
- Replies: 0
- Views: 1885
Hey to all :) Right now I am working on my thesis focussing on the impact of the ECB on the german stock market. I already used a Regression model to get this done. A lot of authors also use a second approach to do kind of a sensitivity analysis. Nearly all of them use either the GMM Estimation or t...