Efficient Method of Moments Estimation with Application to Stochastic Differential Equations

A.北卡罗来纳州罗纳德·加兰特大学-教堂山SBR-9514198这项研究代表了非线性计量经济学方法研究的继续。这项研究在经济学以外的其他学科也有应用，比如生物科学。它将开发出更好的基础数据近似值。P.I.将继续致力于在信息可用时按顺序改进近似值的方法，并允许在模型演变的每个中间阶段进行可靠的推断。经济学的应用领域包括货币、宏观经济学和金融学。

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.