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  • Search: subject:"GMM Estimation."
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Year of publication
Subject
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Momentenmethode 4,294 Method of moments 4,288 Theorie 1,387 Theory 1,379 Schätztheorie 1,087 Estimation theory 1,084 Panel 993 Panel study 988 Schätzung 920 Estimation 911 Economic growth 428 Wirtschaftswachstum 427 GMM 386 Welt 343 World 342 Volatility 281 Volatilität 280 Capital income 258 Kapitaleinkommen 258 Portfolio selection 240 Portfolio-Management 240 Statistischer Test 237 Statistical test 236 GMM estimation 234 CAPM 232 USA 221 United States 221 Zeitreihenanalyse 210 Time series analysis 206 Regression analysis 200 Regressionsanalyse 200 Monte Carlo simulation 185 Monte-Carlo-Simulation 179 Nichtparametrisches Verfahren 178 Nonparametric statistics 178 Bank 171 Auslandsinvestition 159 Foreign investment 159 Börsenkurs 152 Instrumental variables 152
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Online availability
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Free 1,893 Undetermined 1,098 CC license 142
Type of publication
All
Article 2,588 Book / Working Paper 1,897
Type of publication (narrower categories)
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Article in journal 2,420 Aufsatz in Zeitschrift 2,420 Graue Literatur 1,063 Non-commercial literature 1,063 Working Paper 1,049 Arbeitspapier 1,020 Aufsatz im Buch 92 Book section 92 Hochschulschrift 71 Thesis 63 Collection of articles written by one author 32 Sammlung 32 Article 12 Conference paper 12 Konferenzbeitrag 12 Collection of articles of several authors 7 Konferenzschrift 7 Sammelwerk 7 Bibliografie enthalten 4 Bibliography included 4 Forschungsbericht 4 Lehrbuch 4 Textbook 4 research-article 3 Amtsdruckschrift 2 Aufsatzsammlung 2 Bibliografie 2 Government document 2 Rezension 2 Systematic review 2 Übersichtsarbeit 2 Amtliche Publikation 1 Case study 1 Congress Report 1 Diskette 1 Fallstudie 1 Festschrift 1 Floppy disk 1 Preprint 1
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Language
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English 4,355 Undetermined 83 German 20 French 16 Spanish 5 Portuguese 2 Czech 1 Norwegian 1 Polish 1 Albanian 1 Turkish 1
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Author
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Windmeijer, Frank 49 Andrews, Donald W. K. 41 Hayakawa, Kazuhiko 34 Otsu, Taisuke 34 Pesaran, M. Hashem 33 Chen, Xiaohong 31 Lee, Lung-fei 31 Hall, Alastair R. 29 Smith, Richard J. 29 Bond, Stephen 28 Newey, Whitney K. 27 Lux, Thomas 24 Phillips, Peter C. B. 24 Egger, Peter 22 Liao, Zhipeng 22 Linton, Oliver 21 Renault, Eric 21 Caporale, Guglielmo Maria 20 Sentana, Enrique 20 Sun, Yixiao 19 Han, Chirok 18 Kleibergen, Frank 18 Bun, Maurice J. G. 17 Gagliardini, Patrick 17 Sarafidis, Vasilis 17 Gao, Jiti 16 Rumler, Fabio 16 Badinger, Harald 15 Baltagi, Badi H. 15 Cheng, Xu 15 Chernozhukov, Victor 15 Gospodinov, Nikolaj 15 Guggenberger, Patrik 15 Gørgens, Tue 14 Kan, Raymond 14 Pakes, Ariel 14 Sacht, Stephen 14 Wright, Jonathan H. 14 Dovonon, Prosper 13 Gouriéroux, Christian 13
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Institution
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National Bureau of Economic Research 29 Centre for Microdata Methods and Practice <London> 7 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 4 Institute for the Study of Labor (IZA) 4 School of Economics and Management, University of Aarhus 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 C.E.P.R. Discussion Papers 3 Cowles Foundation for Research in Economics, Yale University 3 Dipartimento di Scienze Economiche, Facoltà di Economia 3 Escola de Pós-Graduação em Economia <Rio de Janeiro> 3 European Central Bank 3 Federal Reserve Bank of San Francisco 3 Tilburg University, Center for Economic Research 3 Uniwersytet Warszawski / Wydział Nauk Ekonomicznych 3 Bank of Greece 2 Barcelona Graduate School of Economics (Barcelona GSE) 2 Business School, University of Sydney 2 Carleton University, Department of Economics 2 Central Bank of Luxembourg 2 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 2 Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona 2 Department of Economics, University of Pennsylvania 2 Econometric Society 2 Ekonomiska forskningsinstitutet <Stockholm> 2 Forschungsinstitut zur Zukunft der Arbeit 2 Henley Business School, University of Reading 2 Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität Linz 2 Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques 2 Instituto Valenciano de Investigaciones Económicas (IVIE) 2 Massachusetts Institute of Technology / Department of Economics 2 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 2 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 2 Université de Montréal / Département de sciences économiques 2 Zentrum für Europäische Wirtschaftsforschung (ZEW) 2 Abteilung "Wettbewerbsfähigkeit und industrieller Wandel" (WIW), Wissenschaftszentrum Berlin für Sozialforschung (WZB) 1 Agricultural and Applied Economics Association - AAEA 1 Amternes og Kommunernes Forskningsinstitut <Kopenhagen> 1 Asociación Española de Economía y Finanzas Internacionales - AEEFI 1 Boston College / Department of Economics 1 Business Information Centre <Toronto> 1
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Published in...
All
Journal of econometrics 207 Economics letters 81 CEMMAP working papers / Centre for Microdata Methods and Practice 69 Econometric reviews 68 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 50 Applied economics 41 Econometric theory 40 Cowles Foundation Discussion Paper 39 Cowles Foundation discussion paper 39 Applied economics letters 38 Economic modelling 36 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 33 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 30 CESifo working papers 29 Regional science & urban economics 25 Discussion paper series / IZA 24 Discussion paper / Tinbergen Institute 23 International journal of economics and financial issues : IJEFI 23 NBER Working Paper 23 NBER working paper series 23 The econometrics journal 22 The empirical economics letters : a monthly international journal of economics 22 Working paper 21 Research in international business and finance 20 Working paper / National Bureau of Economic Research, Inc. 19 Journal of banking & finance 18 Journal of economic dynamics & control 18 Journal of empirical finance 17 CESifo Working Paper Series 16 Econometrics : open access journal 15 Economies : open access journal 15 International journal of finance & economics : IJFE 15 Working papers 15 IZA Discussion Paper 14 Journal of applied econometrics 14 Discussion paper / Center for Economic Research, Tilburg University 13 Journal of risk and financial management : JRFM 13 Spatial economic analysis : the journal of the Regional Studies Association 13 American journal of agricultural economics 12
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Source
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ECONIS (ZBW) 4,313 RePEc 125 EconStor 42 Other ZBW resources 3 BASE 2
Showing 251 - 260 of 4,485
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A Godunov-Type Method to Euler Equations for Magnetogasdynamic in a Variable Cross-Section Duct
Sheng, Wancheng; Xiao, Tao; Zhang, Qinglong - 2022
The present paper concerns with a Godunov-type method for the isentropic polytropic gas subjected to transverse magnetic field in a variable cross-section duct.Typical Riemann solutions are used to build the numerical flux at cell interface. We mainly address and solve numerically two special...
Persistent link: https://www.econbiz.de/10013302890
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A Gauss/Anti-Gauss Quadrature Method of Moments Applied to Population Balance Equations with Turbulence-Induced Nonlinear Phase-Space Diffusion
Pütz, Michele; Pollack, Martin; Hasse, Christian; … - 2022
Turbulent dispersed multiphase systems are of paramount importance in numerous physical applications. In terms of the numerical modeling of such systems, crucial aspects are, among others, the mathematical representation of dispersed particles and the effect of fluid turbulence on those...
Persistent link: https://www.econbiz.de/10013302904
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The Efficiency vs. Pricing Accuracy Trade-Off in GMM Estimation of Multifactor Linear Asset Pricing Models
Guidolin, Massimo; Lozano, Martin; Arismendi-Zambrano, Juan - 2022
Even though a multi-factor linear asset pricing model can be equivalently represented in a Beta or in a stochastic discount factor (SDF) form, its inferential efficiency and pricing accuracy features may differ when estimated by the generalized method of moments (GMM), both in small and in large...
Persistent link: https://www.econbiz.de/10013322027
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Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data
Bravo, Francesco - In: Econometric reviews 41 (2022) 6, pp. 583-606
Persistent link: https://www.econbiz.de/10013364895
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Moment conditions for the quadratic regression model with measurement error
Meijer, Erik; Spierdijk, Laura; Wansbeek, Tom - In: Econometric reviews 41 (2022) 7, pp. 749-774
Persistent link: https://www.econbiz.de/10013364905
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Identification robust inference for moments-based analysis of linear dynamic panel data models
Bun, Maurice J. G.; Kleibergen, Frank - In: Econometric theory 38 (2022) 4, pp. 689-751
Persistent link: https://www.econbiz.de/10013366924
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The determinants of net interest margin in the Romanian and Central-Eastern European banking sectors
Ichim, Simona; Pîslaru, Angela; Voicilă, Claudia; … - 2022
Persistent link: https://www.econbiz.de/10013346762
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Remittances, institutions and human development in sub-Saharan Africa
Mohammed, Umar - In: Journal of economics & development : JED 24 (2022) 2, pp. 142-157
Persistent link: https://www.econbiz.de/10013346813
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Bank-specific and macroeconomic determinants of bank liquidity creation : evidence from MENA countries
Mdaghri, Anas Alaoui; Oubdi, Lahsen - In: Journal of central banking theory and practice 11 (2022) 2, pp. 55-76
This study measures liquidity creation within a sample of 153 banks operating in 12 Middle Eastern and North African (MENA) countries from 2008 to 2017. We found that these banks created a total of $461.32 billion in liquidity in 2017, approximately 1.51 times the total liquidity created in...
Persistent link: https://www.econbiz.de/10013347014
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How do bank-specific factors impact non-performing loans : evidence from G20 countries
Erdas, Mehmet Levent; Ezanoglu, Zeynep - In: Journal of central banking theory and practice 11 (2022) 2, pp. 97-122
Banking is important for the stability and success of the economy. The success of the banking system on financial intermediation in developing countries is directly affected by non-performing loans (NPLs). Many factors can be treated as NPL determinants. Accordingly, the factors that explain...
Persistent link: https://www.econbiz.de/10013347052
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