Site Details:
www.econ.duke.edu/~get/emm.html
Site Title in Open Directory
Software for EMM (Efficient Method of Moments)
Snapshot (if available)
Site Description in Open Directory
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 shortterm interest rate and stock prices.
Site Category
Science
:
Math
:
Applications
:
Mathematical_Economics_and_Financial_Mathematics
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Domain Details:
www.econ.duke.edu
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www.econ.duke.edu
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