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  • Search: subject:"Generalized Method of Moments."
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Year of publication
Subject
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Momentenmethode 4,284 Method of moments 4,277 Theorie 1,396 Theory 1,388 Schätztheorie 1,088 Estimation theory 1,085 Panel 989 Panel study 984 Schätzung 917 Estimation 914 Economic growth 433 Wirtschaftswachstum 428 GMM 393 Welt 343 World 341 Volatilität 280 Volatility 279 generalized method of moments 267 Capital income 259 Kapitaleinkommen 259 Portfolio selection 241 Portfolio-Management 241 Statistischer Test 238 Statistical test 236 CAPM 235 USA 223 United States 221 Zeitreihenanalyse 206 Time series analysis 205 Regression analysis 202 Regressionsanalyse 202 Generalized method of moments 201 Monte Carlo simulation 182 Monte-Carlo-Simulation 180 Nichtparametrisches Verfahren 177 Nonparametric statistics 177 Bank 173 Auslandsinvestition 162 Foreign investment 162 Instrumental variables 154
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Online availability
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Free 2,069 Undetermined 1,174 CC license 149
Type of publication
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Article 2,741 Book / Working Paper 2,000 Other 5
Type of publication (narrower categories)
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Article in journal 2,470 Aufsatz in Zeitschrift 2,470 Graue Literatur 1,063 Non-commercial literature 1,063 Working Paper 1,063 Arbeitspapier 1,019 Aufsatz im Buch 93 Book section 93 Hochschulschrift 71 Thesis 63 Article 36 Collection of articles written by one author 32 Sammlung 32 Conference paper 12 Konferenzbeitrag 12 research-article 12 Collection of articles of several authors 7 Konferenzschrift 7 Sammelwerk 7 Bibliografie enthalten 4 Bibliography included 4 Forschungsbericht 4 Lehrbuch 4 Textbook 4 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
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Language
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English 4,479 Undetermined 215 French 21 German 18 Spanish 7 Norwegian 2 Portuguese 2 Polish 1 Albanian 1 Turkish 1
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Author
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Windmeijer, Frank 51 Andrews, Donald W. K. 41 Otsu, Taisuke 41 Lee, Lung-fei 32 Chen, Xiaohong 31 Hall, Alastair R. 31 Hayakawa, Kazuhiko 31 Bond, Stephen 30 Smith, Richard J. 30 Newey, Whitney K. 28 Pesaran, M. Hashem 28 Egger, Peter 27 Linton, Oliver 24 Phillips, Peter C. B. 24 Liao, Zhipeng 22 Renault, Eric 22 Sentana, Enrique 20 Caporale, Guglielmo Maria 19 Han, Chirok 19 Gagliardini, Patrick 18 Kleibergen, Frank 18 Sun, Yixiao 18 Badinger, Harald 17 Bun, Maurice J. G. 17 Cheng, Xu 17 Gao, Jiti 17 Sarafidis, Vasilis 17 Baltagi, Badi H. 16 Guggenberger, Patrik 16 Tavlas, George S. 16 Chernozhukov, Victor 15 Gospodinov, Nikolaj 15 Hall, Stephen G. 15 Carrasco, Marine 14 Dovonon, Prosper 14 Gouriéroux, Christian 14 Pakes, Ariel 14 Sacht, Stephen 14 Wright, Jonathan H. 14 Asongu, Simplice 13
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Institution
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National Bureau of Economic Research 29 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 19 Cowles Foundation for Research in Economics, Yale University 15 Centre for Microdata Methods and Practice <London> 7 HAL 5 Agricultural and Applied Economics Association - AAEA 4 Banque de France 4 Department of Economics, Iowa State University 4 EconWPA 4 School of Economics and Management, University of Aarhus 4 CESifo 3 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 3 Department of Economics, Brock University 3 Département des Études Économiques d'Ensemble (D3E), Institut National de la Statistique et des Études Économiques (INSEE) 3 Escola de Pós-Graduação em Economia <Rio de Janeiro> 3 Faculty of Economics, Kyushu Sangyo University 3 Federal Reserve Bank of San Francisco 3 Industrial Relations Section, Department of Economics 3 Institute of Economic Research, Hitotsubashi University 3 Uniwersytet Warszawski / Wydział Nauk Ekonomicznych 3 Bank of Greece 2 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 2 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 2 Departamento de Economia, Universidade de Évora 2 Departamento de Economía de la Empresa, Universidad Carlos III de Madrid 2 Department of Economics and Finance, La Trobe Business School 2 Department of Economics, Boston College 2 Department of Economics, National University of Ireland 2 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 2 Ekonomiska forskningsinstitutet <Stockholm> 2 European Central Bank 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Forschungsinstitut zur Zukunft der Arbeit 2 Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques 2 Institute of Economics, Academia Sinica 2 Massachusetts Institute of Technology / Department of Economics 2 Mathematica Policy Research 2 Regional Research Institute (RRI), West Virginia University 2 School of Economics and Finance, Queen Mary 2 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 2
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Published in...
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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 51 Applied economics 41 Applied economics letters 41 Econometric theory 40 Cowles Foundation Discussion Paper 39 Cowles Foundation discussion paper 39 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 31 CESifo working papers 28 International journal of economics and financial issues : IJEFI 27 Regional science & urban economics 25 Discussion paper series / IZA 24 Discussion paper / Tinbergen Institute 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 22 Research in international business and finance 21 MPRA Paper 19 Working paper / National Bureau of Economic Research, Inc. 19 CESifo Working Paper Series 18 Journal of banking & finance 18 Journal of economic dynamics & control 18 Journal of empirical finance 17 Cowles Foundation Discussion Papers 15 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 American journal of agricultural economics 13 Cogent business & management 13
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Source
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ECONIS (ZBW) 4,363 RePEc 281 EconStor 81 Other ZBW resources 13 BASE 8
Showing 3,741 - 3,750 of 4,746
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Expend, a Gauss Programme for Non-Linear GMM Estimation of Exponential Models with Endogenous Regressors for Cross Section and Panel Data
Windmeijer, Frank - 2002
ExpEnd is a Gauss programme for non-linear generalised method of moments (GMM) estimation of exponential models with endogenous regressors for cross section and panel data. The estimators included in this package are simple Poisson pseudo ML; GMM for cross section data using moment conditions...
Persistent link: https://www.econbiz.de/10014105787
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Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects
Kruiniger, Hugo - 2002
This paper considers inference procedures for two types of dynamic linear panel data models with fixed effects (FE). First, it shows that the closures of stationary ARMAFE models can be consistently estimated by Conditional Maximum Likelihood Estimators and it derives their asymptotic...
Persistent link: https://www.econbiz.de/10014139743
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GMM Estimation of Dynamic Panel Data Models with Persistent Data
Kruiniger, Hugo - 2002
This paper considers GMM based estimation and testing procedures for two versions of the AR(1) model with Fixed Effects, henceforth abbreviated as ARFE(1): the conditional ARFE(1) model, and the inclusive ARFE(1) model, which contains the stationary ARFE(1) models and the ARFE(1) model with a...
Persistent link: https://www.econbiz.de/10014139745
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Almost consistent estimation of panel probit models with 'small' fixed effects
Laisney, François; Lechner, Michael - 2002
Persistent link: https://www.econbiz.de/10001683024
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Evaluation and combination of conditional quantile forecasts
Giacomini, Raffaella; Komunjer, Ivana - 2002
Persistent link: https://www.econbiz.de/10001683584
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The CCAPM meets euro-interest rate persistence, 1960-2000
Head, Allen; Smith, Gregor W. - 2002
Euro-interest rates are well-known to be persistent, as are their differentials across countries for a given maturity. The international CCAPM implies that the rates are persistent because forecasts of national consumption growth or inflation are persistent too. We examine this prediction for a...
Persistent link: https://www.econbiz.de/10009676157
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Geldpolitik und vorausschauende Taylor-Regeln : Theorie und Empirie am Beispiel der Deutschen Bundesbank
Kamps, Christophe; Pierdzioch, Christian - 2002
In diesem Beitrag wird aufgezeigt, dass sich die Geldpolitik der Deutschen Bundesbank im Zeitraum 1991 bis 1998 gut mit Hilfe einer so genannten vorausschauenden Taylor-Regel beschreiben lässt. Die Deutsche Bundesbank stabilisierte in den 90er Jahren sowohl die Inflation als auch die...
Persistent link: https://www.econbiz.de/10011474635
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Almost consistent estimation of panel probit models with "small" fixed effects
Laisney, François; Lechner, Michael - 2002
We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel probit models with fixed effects for the case of small T and large N. The moments used are derived for each period from a first order approximation of the mean of the dependent...
Persistent link: https://www.econbiz.de/10011447728
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Nearly unbiased estimationin dynamic panel data models
Carree, Martin Anthony - 2002
This paper introduces two easy to calculate estimators with desirable properties for theautoregressive parameter in dynamic panel data models. The estimators are (nearly) unbiased andperform satisfactorily even for small samples in either the time-series or cross-section dimension.
Persistent link: https://www.econbiz.de/10011325971
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.; Kiviet, J. F. - 2002
The finite sample behaviour is analysed of particular least squares (LS) andmethod of moments (MM) estimators in panel data models with individual effectsand both a lagged dependent variabIe regressor and another explanatory variabIewhich may be affected by lagged feedbacks from the dependent...
Persistent link: https://www.econbiz.de/10011327521
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