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~person:"Renault, Eric"
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Search: subject:"Method of moments"
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Method of moments
15
Momentenmethode
15
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10
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7
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7
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5
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3
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Renault, Eric
Lee, Lung-fei
27
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19
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14
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14
Van Bon Nguyen
14
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13
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11
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11
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10
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10
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9
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9
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9
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9
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8
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8
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8
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8
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8
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8
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8
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8
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8
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8
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7
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7
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7
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7
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7
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7
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2
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1
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:
2
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:
3
Testing identification strength
Antoine, Bertille
;
Renault, Eric
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 271-293
Persistent link: https://www.econbiz.de/10012483002
Saved in:
4
Score tests in GMM : why use implied probabilities?
Chaudhuri, Saraswata
;
Renault, Eric
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 260-280
Persistent link: https://www.econbiz.de/10012483386
Saved in:
5
On the relevance of weaker instruments
Antoine, Bertille
;
Renault, Eric
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 928-945
Persistent link: https://www.econbiz.de/10011795536
Saved in:
6
Shrinkage of variance for minimum distance based tests
Chaudhuri, Saraswata
;
Renault, Eric
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 328-351
Persistent link: https://www.econbiz.de/10011373279
Saved in:
7
Maximization by parts in extremum estimation
Fan, Yanqin
;
Pastorello, Sergio
;
Renault, Eric
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 147-171
Persistent link: https://www.econbiz.de/10011378476
Saved in:
8
Testing for common conditionally heteroskedastic factors
Dovonon, Prosper
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
6
,
pp. 2561-2586
Persistent link: https://www.econbiz.de/10010237396
Saved in:
9
Chapter 77 Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization
Carrasco, Marine
;
Florens, Jean-Pierre
;
Renault, Eric
- In:
Handbook of econometrics : volume 6B
,
(pp. 5633-5751)
.
2007
the estimator. Integral equations of the first kind appear, for example, in the generalized
method
of
moments
when the …
Persistent link: https://www.econbiz.de/10014024938
Saved in:
10
Efficient derivative pricing by the extended
method
of
moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
4
,
pp. 1181-1232
Persistent link: https://www.econbiz.de/10009267024
Saved in:
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