Efficient Method of Moments Estimation with Application to Stochastic Differential Equations

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.