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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Method of moments"
~type_genre:"Article in journal"
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Method of moments
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1,675
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1,675
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1,090
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765
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Lee, Lung-fei
8
Gallant, A. Ronald
6
Schmidt, Peter
6
Antoine, Bertille
5
Hwang, Jungbin
5
Sarafidis, Vasilis
5
Chen, Xiaohong
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Hall, Alastair R.
4
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4
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4
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4
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3
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3
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3
Carrasco, Marine
3
Chernov, Mikhail
3
Gagliardini, Patrick
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Hayakawa, Kazuhiko
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Inoue, Atsushi
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Lee, Seojeong
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Otsu, Taisuke
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Pesaran, M. Hashem
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Renault, Eric
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Shin, Yongcheol
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3
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3
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2
Baltagi, Badi H.
2
Bollerslev, Tim
2
Canay, Ivan A.
2
Chaudhuri, Saraswata
2
Chen, Song Xi
2
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Journal of banking & finance
Journal of econometrics
Economics letters
87
Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Applied economics
50
Applied economics letters
43
Econometric theory
41
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40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
32
Cogent economics & finance
31
The empirical economics letters : a monthly international journal of economics
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Research in international business and finance
28
Regional science & urban economics
27
International journal of economics and financial issues : IJEFI
25
Journal of empirical finance
23
The econometrics journal
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19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of finance & economics : IJFE
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Finance research letters
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Journal of economic development
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International review of economics & finance : IREF
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International Journal of Energy Economics and Policy : IJEEP
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Journal of financial economics
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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International review of financial analysis
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Economic change & restructuring
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of applied econometrics
13
Journal of international financial markets, institutions & money
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Oxford bulletin of economics and statistics
13
Australian journal of management
12
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12
International journal of economics and finance
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ECONIS (ZBW)
226
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1
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226
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
A doubly corrected robust variance estimator for linear GMM
Hwang, Jungbin
;
Kang, Byunghoon
;
Lee, Seojeong
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 276-298
Persistent link: https://www.econbiz.de/10013441882
Saved in:
10
Estimation and inference in heterogeneous spatial panels with a multifactor error structure
Chen, Jia
;
Shin, Yongcheol
;
Zheng, Chaowen
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10013441830
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