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~isPartOf:"Discussion paper series"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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Search: subject_exact:"Method of moments"
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Method of moments
97
Momentenmethode
97
Theorie
32
Theory
32
Estimation
30
Schätzung
30
Estimation theory
27
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27
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Hall, Alastair R.
4
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2
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2
Caner, Mehmet
2
Florens, Jean-Pierre
2
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2
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2
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Su, Liangjun
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1
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1
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1
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1
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1
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Centre for Growth and Business Cycle Research <Manchester>
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Discussion paper series
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of empirical finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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209
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89
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67
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ECONIS (ZBW)
97
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1
Identifying structural vector autoregression via leptokurtic economic shocks
Lanne, Markku
;
Liu, Keyan
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1341-1351
Persistent link: https://www.econbiz.de/10014448648
Saved in:
2
A linear estimator for factor-augmented fixed-T panels with endogenous regressors
Juodis, Artūras
;
Sarafidis, Vasilis
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012804075
Saved in:
3
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:
4
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:
5
Outliers and momentum in the corporate bond market
Galvani, Valentina
;
Li, Lifang
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 135-148
Persistent link: https://www.econbiz.de/10014428419
Saved in:
6
QML and efficient GMM estimation of spatial autoregressive models with dominant (popular) units
Lee, Lung-fei
;
Yang, Chao
;
Yu, Jihai
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 550-562
Persistent link: https://www.econbiz.de/10014448355
Saved in:
7
Culling the herd of moments with penalized empirical likelihood
Chang, Jinyuan
;
Shi, Zhentao
;
Zhang, Jia
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 791-805
Persistent link: https://www.econbiz.de/10014448437
Saved in:
8
Generalized covariance estimator
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
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9
On the sources of information in the moment structure of dynamic macroeconomic models
Iskrev, Nikolay
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 272-284
Persistent link: https://www.econbiz.de/10012804107
Saved in:
10
Coskewness and reversal of momentum returns : the US and international evidence
Dong, Liang
;
Dai, Yiqing
;
Haque, Tariq
;
Kot, Hung Wan
; …
- In:
Journal of empirical finance
69
(
2022
),
pp. 241-264
Persistent link: https://www.econbiz.de/10013478531
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