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~person:"Linton, Oliver"
~person:"Renault, Eric"
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Search: subject:"Method of moments"
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Method of moments
39
Momentenmethode
38
Theorie
27
Theory
27
Generalized method of moments
14
Estimation theory
13
Schätztheorie
13
Nichtparametrisches Verfahren
10
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10
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9
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7
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7
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6
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high dimensional models
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over-identification
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sieve method
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sparsity
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moment restriction
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3
Sieve method
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Heteroscedasticity
2
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2
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English
42
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Linton, Oliver
Renault, Eric
Windmeijer, Frank
61
Andrews, Donald W. K.
47
Otsu, Taisuke
36
Hall, Alastair R.
32
Pesaran, M. Hashem
31
Hayakawa, Kazuhiko
30
Smith, Richard J.
29
Lee, Lung-fei
28
Asongu, Simplice
26
Bond, Stephen
26
Chen, Xiaohong
26
Phillips, Peter C. B.
26
Sarafidis, Vasilis
26
Newey, Whitney K.
23
Sentana, Enrique
22
Han, Chirok
21
Sacht, Stephen
21
Egger, Peter
20
Jang, Tae-Seok
20
Baltagi, Badi H.
19
Gagliardini, Patrick
19
Shi, Xiaoxia
19
Gao, Jiti
18
Hall, Stephen G.
18
Sun, Yixiao
18
Tavlas, George S.
18
Bun, Maurice J. G.
17
Caporale, Guglielmo Maria
17
Guggenberger, Patrik
17
Badinger, Harald
16
Gospodinov, Nikolaj
16
Grammig, Joachim
16
Liao, Zhipeng
16
Gouriéroux, Christian
15
Kleibergen, Frank
15
Carrasco, Marine
14
Hook, Law Siong
14
Lux, Thomas
14
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London School of Economics (LSE)
2
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1
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1
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
1
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Econometric reviews
4
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4
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3
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3
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2
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2
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1
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
STICERD - Econometrics Paper Series
1
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The review of economic studies
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Working paper / Department of Economics, Universidad Carlos III de Madrid
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ECONIS (ZBW)
38
RePEc
5
EconStor
2
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1
GMM estimation for high-dimensional panel data models
Cheng, Tingting
;
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013494403
Saved in:
2
GMM estimation for high-dimensional panel data models
Cheng, Tingting
;
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013484930
Saved in:
3
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:
4
A dynamic semiparametric characteristics-based model for optimal portfolio selection
Connor, Gregory
;
Li, Shaoran
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10013254142
Saved in:
5
Indirect inference : which moments to match?
Frazier, David T.
;
Renault, Eric
- In:
Econometrics : open access journal
7
(
2019
)
1/14
,
pp. 1-17
efficient Generalized
Method
of
Moments
(GMM)-based estimator for the auxiliary parameters, the resulting indirect inference …
Persistent link: https://www.econbiz.de/10012025566
Saved in:
6
Identification strength with a large number of moments
Han, Hyojin
;
Renault, Eric
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 691-714
Persistent link: https://www.econbiz.de/10012262515
Saved in:
7
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
-
2018
Persistent link: https://www.econbiz.de/10012672269
Saved in:
8
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
-
2018
Persistent link: https://www.econbiz.de/10012583637
Saved in:
9
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
-
2018
method based on the sieve generalized
method
of
moments
(sieve GMM). We establish consistency and asymptotic normality for …
Persistent link: https://www.econbiz.de/10011938037
Saved in:
10
A simple and efficient estimation method for models with nonignorable missing data
Ali, Chunrong
;
Linton, Oliver
;
Zhang, Zheng
-
2018
the Generalized
Method
of
Moments
(hereafter GMM). Our method is consistent and asymptotically normal regardless of the …
Persistent link: https://www.econbiz.de/10011775117
Saved in:
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