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  • Search: subject:"Conditional Moment Restrictions"
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Year of publication
Subject
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Conditional moment restrictions 18 Nichtparametrisches Verfahren 16 Schätztheorie 15 Estimation theory 14 Nonparametric statistics 14 Momentenmethode 11 Method of moments 10 conditional moment restrictions 9 Conditional Moment Restrictions 5 GMM 5 Statistical test 5 Statistischer Test 5 Theorie 5 optimal instruments 5 Empirical likelihood 4 GHK simulator 4 Zeitreihenanalyse 4 heteroskedasticity 4 k-nearest neighbor estimation 4 panel probit model 4 Asset pricing 3 Bootstrap approach 3 Bootstrap-Verfahren 3 GARCH 3 Mikroökonometrie 3 Non-nested tests 3 Theory 3 Time series analysis 3 Bootstrap 2 Copulas 2 Dynamic asset pricing 2 Endogeneity 2 Generalized method of moments 2 Instrumental variable 2 Method of sieve 2 Microeconometrics 2 Mixtures 2 Nichtlineare Regression 2 Nonclassical measurement error 2 Nonlinear ill-posed inverse 2
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Online availability
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Free 27 Undetermined 12 CC license 1
Type of publication
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Book / Working Paper 28 Article 14
Type of publication (narrower categories)
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Working Paper 13 Article in journal 9 Aufsatz in Zeitschrift 9 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8
Language
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English 32 Undetermined 10
Author
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Chen, Xiaohong 6 Otsu, Taisuke 5 Inkmann, Joachim 4 Seo, Myung Hwan 4 Whang, Yoon-Jae 3 Doz, Catherine 2 Lee, Sokbae 2 Santos, Andres 2 Smith, Richard 2 Smith, Richard J. 2 Song, Myunghyun 2 Song, Suyong 2 Aradillas-López, Andrés 1 Bravo, Francesco 1 Buchinsky, Moshe 1 Chib, Siddhartha 1 Christensen, Bent Jesper 1 Cosma, Antonio 1 Donald, Stephen G. 1 Dovonon, Prosper 1 Escanciano, Juan Carlos 1 Gagliardini, Patrick 1 García-Montalvo, José 1 Gospodinov, Nikolaj 1 Gospodinov, Nikolay 1 Gouriéroux, Christian 1 Graham, Brett 1 Hsu, Shih-Hsun 1 Imbens, Guido 1 Kosenkova, Lidia 1 Kostyrka, Andreï 1 Kuan, Chung-Ming 1 Lavergne, Pascal 1 Li, Fanghua 1 Liao, Zhipeng 1 Nekipelov, Denis N. 1 Newey, Whitney K. 1 Nguimkeu, Pierre 1 Peñaranda, Francisco 1 Renault, Eric 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 5 Centre for Microdata Methods and Practice (CEMMAP) 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Department of Economics, Concordia University 1 Department of Economics, University of Pennsylvania 1 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 School of Economics and Management, University of Aarhus 1
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Published in...
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Cowles Foundation Discussion Papers 5 cemmap working paper 4 Journal of Econometrics 3 Journal of econometrics 3 CeMMAP working papers 2 MPRA Paper 2 The econometrics journal 2 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CIRANO Working Papers 1 CREATES Research Papers 1 CoFE discussion papers 1 Cowles Foundation discussion paper 1 Discussion Papers, Series II 1 Discussion paper 1 Discussion papers / Department of Economics, University of Copenhagen 1 Diskussionsbeiträge - Serie II 1 Econometric Reviews 1 Economics letters 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of empirical finance 1 PIER Working Paper Archive 1 Quantitative economics : QE ; journal of the Econometric Society 1 Working Papers / Department of Economics, Concordia University 1 Working Papers. Serie EC 1 Working papers / Federal Reserve Bank of Philadelphia, Research Department 1 Working papers / TSE : WP 1
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Source
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RePEc 19 ECONIS (ZBW) 17 EconStor 5 BASE 1
Showing 41 - 42 of 42
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Factor Stochastic Volatility in Mean Models: A GMM Approach
Doz, Catherine; Renault, Eric - In: Econometric Reviews 25 (2006) 2-3, pp. 275-309
specification of both expectations and volatility of future volatility of factors provides conditional moment restrictions, through … which the parameters of the model are all identied. These conditional moment restrictions pave the way for instrumental …
Persistent link: https://www.econbiz.de/10009228475
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GMM ESTIMATION OF COUNT PANEL DATA MODELS WITH FIXED EFFECTS AND PREDETERMINED INSTRUMENTS
García-Montalvo, José - Instituto Valenciano de Investigaciones Económicas (IVIE) - 1995
The "traditional" approach to the estimation of count panel data models with fixed effects is the conditional maximum-likelihood estimator. The pseudo maximum-likelihood principle can be used in these models to obtain orthogonality conditions that generate a robust estimator. However, this...
Persistent link: https://www.econbiz.de/10005812828
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