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~isPartOf:"Discussion paper series"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
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Search: subject_exact:"Method of moments"
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Method of moments
276
Momentenmethode
275
Theorie
103
Theory
103
Estimation theory
102
Schätztheorie
102
Panel
58
Panel study
58
Estimation
48
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Lee, Lung-fei
8
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7
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6
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6
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5
Antoine, Bertille
5
Hall, Alastair R.
5
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5
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4
Dovonon, Prosper
4
Hsiao, Cheng
4
Inoue, Atsushi
4
Li, Kunpeng
4
Shi, Xiaoxia
4
Smith, Richard J.
4
Su, Liangjun
4
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4
Sun, Yixiao
4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
Otsu, Taisuke
3
Pesaran, M. Hashem
3
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3
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3
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3
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3
Yamagata, Takashi
3
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2
Armstrong, Timothy B.
2
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2
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2
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Discussion paper series
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of empirical finance
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89
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67
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65
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16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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15
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ECONIS (ZBW)
276
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1
Instrument strength in IV estimation and inference : a guide to theory and practice
Keane, Michael P.
;
Neal, Timothy
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1625-1653
Persistent link: https://www.econbiz.de/10014471419
Saved in:
2
Refining set-identification in VARs through independence
Drautzburg, Thorsten
;
Wright, Jonathan H.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1827-1847
Persistent link: https://www.econbiz.de/10014471432
Saved in:
3
Social threshold regression
Konstantinidi, Antri
;
Kourtellos, Andros
;
Sun, Yiguo
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2057-2081
Persistent link: https://www.econbiz.de/10014471444
Saved in:
4
Overlapping momentum portfolios
Blanco, Ivan
;
Jesus, Miguel de
;
Remesal, Alvaro
- In:
Journal of empirical finance
72
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
Saved in:
5
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
6
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Saved in:
7
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
8
Over-identified doubly robust identification and estimation
Lewbel, Arthur
;
Choi, Jin-young
;
Zhou, Zhuzhu
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10014434376
Saved in:
9
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
10
A spatial panel quantile model with unobserved heterogeneity
Ando, Tomohiro
;
Li, Kunpeng
;
Lu, Lina
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 191-213
Persistent link: https://www.econbiz.de/10013472892
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