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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 3,791 - 3,800 of 4,746
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A more efficient best spatial three-stage least squares estimator for spatial autoregressive models
Zhang, Zhengyu; Zhu, Pingfang - In: Annals of economics and finance 11 (2010) 1, pp. 155-184
Persistent link: https://www.econbiz.de/10003993429
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Instrumental variable estimators for binary outcomes
Clark, Paul; Windmeijer, Frank - 2010
Persistent link: https://www.econbiz.de/10003994289
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Governance and economic development in MENA countries : does oil affect the presence of a virtuous circle?
Mehanna, Rock-Antoine; Yazbeck, Yousef; Sarieddine, Leyla - In: Journal of transnational management : the official … 15 (2010) 2, pp. 117-150
Persistent link: https://www.econbiz.de/10003995838
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Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel
Canay, Ivan A. - In: Journal of econometrics 156 (2010) 2, pp. 284-303
Persistent link: https://www.econbiz.de/10008648816
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Asymmetry, partial moments, and production risk
Antle, John M. - In: American journal of agricultural economics 92 (2010) 5, pp. 1294-1309
Persistent link: https://www.econbiz.de/10009238930
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Habit formation, surplus consumption and return predictability : international evidence
Engsted, Tom; Hyde, Stuart; Møller, Stig Vinther - In: Journal of international money and finance 29 (2010) 7, pp. 1237-1255
Persistent link: https://www.econbiz.de/10009238968
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Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim; Gibson, Michael S.; Zhou, Hao - In: Journal of econometrics 160 (2011) 1, pp. 235-245
Persistent link: https://www.econbiz.de/10009242522
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Measuring the impact of monetary policy on asset prices in Turkey
Duran, Murat; Özcan, Gülserim; Özlü, Pınar; … - 2010
method of moments (GMM) technique to overcome this problem. For emerging markets, there are very few studies using this … policy actions and the asset prices to each other. Rigobon and Sack (2004) suggest a heterokedasticity-based generalized …
Persistent link: https://www.econbiz.de/10009157792
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Pakistan's exports demand : a disaggregated analysis
Hussain, Fayyaz - In: Research bulletin / State Bank of Pakistan 6 (2010) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10009491000
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The Taylor rules and macroeconomic fluctuation in China : 1994 - 2006
Li, Qiong; Wang, Zhiwei - In: Frontiers of economics in China : selected publications … 5 (2010) 2, pp. 232-253
Persistent link: https://www.econbiz.de/10009301574
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