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subject:"Forecasting model"
isPartOf:"Economics letters"
~subject:"Method of moments"
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Forecasting model
Method of moments
Estimation theory
970
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970
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383
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135
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135
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Economics letters
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ECONIS (ZBW)
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1
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
2
The "wrong skewness" problem : moment constrained maximum likelihood estimation of the stochastic frontier model
Zhao, Shirong
;
Parmeter, Christopher F.
- In:
Economics letters
221
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014229929
Saved in:
3
Sample sensitivity for two-step and continuous updating GMM estimators
Onishi, Rikuto
;
Otsu, Taisuke
- In:
Economics letters
198
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012605790
Saved in:
4
Model averaging based on generalized method of moments
Wang, Weiwei
;
Zhang, Qi
;
Zhang, Xinyu
;
Li, Xinmin
- In:
Economics letters
200
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012605966
Saved in:
5
On the serial correlation in multi-horizon predictive quantile regression
Xu, Ke-Li
- In:
Economics letters
200
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012606823
Saved in:
6
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607071
Saved in:
7
Convergence rate of estimators of clustered panel models with misclassification
Dzemski, Andreas
;
Okui, Ryo
- In:
Economics letters
203
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607313
Saved in:
8
Efficient GMM estimation of a spatial autoregressive model with an endogenous spatial weights matrix
Kong, Wei
;
Yang, Kai
- In:
Economics letters
208
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013207282
Saved in:
9
A robust test for predictability with unknown persistence
Liu, Guannan
;
Yao, Shuang
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
Saved in:
10
First difference estimation of spatial dynamic panel data models with fixed effects
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228071
Saved in:
11
Half-panel jackknife estimation for dynamic panel models
Mehic, Adrian
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228135
Saved in:
12
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
13
Nearly unbiased estimation of sample skewness
Li, Yifan
- In:
Economics letters
192
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508586
Saved in:
14
An alternative two-step generalized method of moments estimator based on a reduced form model
Kim, Doosoo
- In:
Economics letters
192
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012508715
Saved in:
15
Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances
Jin, Fei
;
Lee, Lung-fei
- In:
Economics letters
194
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509367
Saved in:
16
A new test of asset return predictability with an unstable predictor
Chang, Seong Yeon
- In:
Economics letters
196
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012510680
Saved in:
17
On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root
Gørgens, Tue
;
Han, Chirok
;
Xue, Sen
- In:
Economics letters
197
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012511062
Saved in:
18
On the identification of models with conditional characteristic functions
Han, Hyojin
- In:
Economics letters
186
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012500866
Saved in:
19
Feasible generalized least squares using support vector regression
Miller, Steve
;
Startz, Richard
- In:
Economics letters
175
(
2019
),
pp. 28-31
Persistent link: https://www.econbiz.de/10012121118
Saved in:
20
A numerical equivalence result for generalized method of moments
Phillips, Robert F.
- In:
Economics letters
179
(
2019
),
pp. 13-15
Persistent link: https://www.econbiz.de/10012121668
Saved in:
21
Testing moment inequalities : selection versus recentering
Allen, Roy
- In:
Economics letters
162
(
2018
),
pp. 124-126
Persistent link: https://www.econbiz.de/10011939817
Saved in:
22
Confidence intervals in regressions with estimated factors and idiosyncratic components
Fosten, Jack
- In:
Economics letters
157
(
2017
),
pp. 71-74
Persistent link: https://www.econbiz.de/10011847312
Saved in:
23
Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min
;
Jung, Hojin
- In:
Economics letters
145
(
2016
),
pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
Saved in:
24
Robust inference for the Two-Sample 2SLS estimator
Pacini, David
;
Windmeijer, Frank
- In:
Economics letters
146
(
2016
),
pp. 50-54
Persistent link: https://www.econbiz.de/10011619048
Saved in:
25
A simple derivation of the efficiency bound for conditional moment restriction models
Sueishi, Naoya
- In:
Economics letters
138
(
2016
),
pp. 57-59
Persistent link: https://www.econbiz.de/10011615482
Saved in:
26
Identification problem of GMM estimators for short panel data models with interactive fixed effects
Hayakawa, Kazuhiko
- In:
Economics letters
139
(
2016
),
pp. 22-26
Persistent link: https://www.econbiz.de/10011615611
Saved in:
27
Asymptotic variance of Brier (skill) score in the presence of serial correlation
Lahiri, Kajal
;
Yang, Liu
- In:
Economics letters
141
(
2016
),
pp. 125-129
Persistent link: https://www.econbiz.de/10011616210
Saved in:
28
On estimating the nonparametric multiplicative error models
Li, Shuo
;
Tu, Yundong
- In:
Economics letters
143
(
2016
),
pp. 66-68
Persistent link: https://www.econbiz.de/10011616871
Saved in:
29
Identification of a nonparametric panel data model with unobserved heterogeneity and lagged dependent variables
Yıldız, Neşe
- In:
Economics letters
132
(
2015
),
pp. 133-135
Persistent link: https://www.econbiz.de/10011431557
Saved in:
30
Consistent method of moments estimation of the true fixed effects model
Wikström, Daniel
- In:
Economics letters
137
(
2015
),
pp. 62-69
Persistent link: https://www.econbiz.de/10011436229
Saved in:
31
On quasi maximum-likelihood estimation of dynamic panel data models
Phillips, Robert F.
- In:
Economics letters
137
(
2015
),
pp. 91-94
Persistent link: https://www.econbiz.de/10011436252
Saved in:
32
The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
Phillips, Peter C. B.
;
Han, Chirok
- In:
Economics letters
127
(
2015
),
pp. 89-92
Persistent link: https://www.econbiz.de/10011382882
Saved in:
33
Prediction model averaging estimator
Xie, Tian
- In:
Economics letters
131
(
2015
),
pp. 5-8
Persistent link: https://www.econbiz.de/10011422490
Saved in:
34
Enhancing the local power of IVX-based tests in predictive regressions
Demetrescu, Matei
- In:
Economics letters
124
(
2014
)
2
,
pp. 269-273
Persistent link: https://www.econbiz.de/10010493640
Saved in:
35
The role of constant instruments in dynamic panel estimation
Han, Chirok
;
Kim, Hyoungjong
- In:
Economics letters
124
(
2014
)
3
,
pp. 500-503
Persistent link: https://www.econbiz.de/10010495098
Saved in:
36
Efficient estimation of conditionally linear and Gaussian state space models
Moura, Guilherme Valle
;
Turatti, Douglas Eduardo
- In:
Economics letters
124
(
2014
)
3
,
pp. 494-499
Persistent link: https://www.econbiz.de/10010495099
Saved in:
37
Robust thresholding for Diffusion Index forecast
Le, Vu
;
Wang, Qing
- In:
Economics letters
125
(
2014
)
1
,
pp. 52-56
Persistent link: https://www.econbiz.de/10010504772
Saved in:
38
Structural change estimation in time series regressions with endogenous variables
Qian, Junhui
;
Su, Liangjun
- In:
Economics letters
125
(
2014
)
3
,
pp. 415-421
Persistent link: https://www.econbiz.de/10010506531
Saved in:
39
Bayesian endogeneity bias modeling
Montes-Rojas, Gabriel
;
Galvão Júnior, Antônio Fialho
- In:
Economics letters
122
(
2014
)
1
,
pp. 36-39
Persistent link: https://www.econbiz.de/10010393981
Saved in:
40
Prediction after IV estimation
Skeels, Christopher L.
;
Taylor, Larry W.
- In:
Economics letters
122
(
2014
)
3
,
pp. 420-422
Persistent link: https://www.econbiz.de/10010395621
Saved in:
41
Three-dimensional panel data models with interactive effects : estimation and simulation
Ye, Xiaoqing
;
Wu, Xiangjun
- In:
Economics letters
123
(
2014
)
1
,
pp. 62-65
Persistent link: https://www.econbiz.de/10010399060
Saved in:
42
On existence of moment of mean reversion estimator in linear diffusion models
Bao, Yong
;
Ullah, Aman
;
Zinde-Walsh, Victoria
- In:
Economics letters
120
(
2013
)
2
,
pp. 146-148
Persistent link: https://www.econbiz.de/10010127806
Saved in:
43
A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev
;
Kapetanios, George
- In:
Economics letters
120
(
2013
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
Saved in:
44
On a general class of long run variance estimators
Zhang, Xianyang
;
Shao, Xiaofeng
- In:
Economics letters
120
(
2013
)
3
,
pp. 437-441
Persistent link: https://www.econbiz.de/10010187270
Saved in:
45
Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown brak points
Wang, Shin-huei
;
Vasilakis, Chrysovalantis
- In:
Economics letters
118
(
2013
)
2
,
pp. 389-392
Persistent link: https://www.econbiz.de/10009708863
Saved in:
46
Identification problem of the exponential tilting estimator under misspecification
Sueishi, Naoya
- In:
Economics letters
118
(
2013
)
3
,
pp. 509-511
Persistent link: https://www.econbiz.de/10009729519
Saved in:
47
Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.
;
Ardia, David
;
Corré, Nienke
- In:
Economics letters
116
(
2012
)
3
,
pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
Saved in:
48
An improved generalized moments estimator for a spatial moving average error model
Baltagi, Badi H.
;
Liu, Long
- In:
Economics letters
113
(
2011
)
3
,
pp. 282-284
Persistent link: https://www.econbiz.de/10009503063
Saved in:
49
Instrumental variable estimation of a spatial autoregressive panel model with random effects
Baltagi, Badi H.
;
Liu, Long
- In:
Economics letters
111
(
2011
)
2
,
pp. 135-137
Persistent link: https://www.econbiz.de/10009242395
Saved in:
50
The weighted method of moments approach for moment condition models
Xiao, Zhiguo
- In:
Economics letters
107
(
2010
)
2
,
pp. 183-186
Persistent link: https://www.econbiz.de/10003991918
Saved in:
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