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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Working Papers / HAL"
~subject:"IV-Schätzung"
~type_genre:"Article in journal"
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IV-Schätzung
Method of moments
32
Momentenmethode
32
Theorie
28
Theory
28
Estimation theory
10
Schätztheorie
10
Statistical test
7
Statistischer Test
7
CAPM
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Modellierung
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Nonparametric statistics
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Scientific modelling
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Time series analysis
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Estimation
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GMM
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Heteroscedasticity
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Heteroskedastizität
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Instrumental variables
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Schätzung
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Autocorrelation
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Autokorrelation
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Bootstrap approach
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Panel
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identification
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moment inequalities
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partial identification
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1871-1993
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ARCH-Modell
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Anti-inflation policy
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Asset pricing
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Bonferonni inequality
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Article in journal
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3
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Andrews, Donald W. K.
1
Chen, Xiaohong
1
Han, Chirok
1
Phillips, Peter C. B.
1
Pouzo, Demian
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Working Papers / HAL
Journal of econometrics
8
Economics letters
5
Econometric reviews
4
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Econometric theory
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Economies : open access journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Review of Middle East economics and finance
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Annals of economics and statistics
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Econometrics : open access journal
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
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Industrial marketing management : the international journal for industrial and high-tech firms
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International journal of economic research
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Journal of African economies
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Journal of agricultural economics
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Journal of applied econometrics
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Journal of econometric methods
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Journal of monetary economics
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Letters in spatial and resource sciences : LSRS
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Macroeconomic dynamics
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Oxford bulletin of economics and statistics
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Regional science & urban economics
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Review of world economics
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The B.E. journal of macroeconomics
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The econometrics journal
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The empirical economics letters : a monthly international journal of economics
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The journal of asset management
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The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
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Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals
Chen, Xiaohong
;
Pouzo, Demian
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
1
,
pp. 277-321
Persistent link: https://www.econbiz.de/10009507934
Saved in:
2
GMM
with many moment conditions
Han, Chirok
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
1
,
pp. 147-192
Persistent link: https://www.econbiz.de/10003295559
Saved in:
3
Cross-section regression with common shocks
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
5
,
pp. 1551-1585
Persistent link: https://www.econbiz.de/10003096740
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