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  • Search: subject:"Moment-based estimation"
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Year of publication
Subject
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Estimation theory 5 Moment-based estimation 5 Schätztheorie 5 Method of moments 3 Minimum-chi squared estimation 3 Momentenmethode 3 Simulation 3 Simulation-based estimation 3 Ethiopia 2 First-order identification failure 2 Production risk 2 conditional estimating equations 2 empirical exponential likelihood 2 empirical likelihood 2 finite sample bias and precision 2 instrumental conditioning variables 2 moment based estimation 2 semiparametric models 2 squared error loss 2 sustainable land management technology adoption 2 Asymmetrical and tail risks 1 CAPM 1 Empirical consumption-based asset pricing 1 Estimation 1 First-order identification failure 1 Induktive Statistik 1 Lévy subordinators 1 Multiple roots to estimating equations 1 Profile likelihood 1 Regulating kernels 1 Regulation 1 Regulierung 1 Research Methods/ Statistical Methods 1 Saddlepoint approximation 1 Schmetterer-Jennrich lemma 1 Schätzung 1 Statistical distribution 1 Statistical inference 1 Statistische Verteilung 1 Stochastic process 1
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Online availability
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Free 7 Undetermined 2
Type of publication
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Book / Working Paper 7 Article 2
Type of publication (narrower categories)
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Arbeitspapier 3 Working Paper 3 Article in journal 2 Aufsatz in Zeitschrift 2 Graue Literatur 2 Non-commercial literature 2
Language
All
English 7 Undetermined 2
Author
All
Hall, Alastair R. 3 Dovonon, Prosper 2 Judge, George G. 2 Kassie, Menale 2 Köhlin, Gunnar 2 Schoenberg, Ron 2 Yesuf, Mahmud 2 Donovon, Prosper 1 Fei, Zhe 1 Holcblat, Benjamin 1 Mittelhammer, Ron C 1 Mittelhammer, Ronald C. 1 Xia, Weixuan 1
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Institution
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Department of Agricultural and Resource Economics, University of California-Berkeley 1 Nationalekonomiska institutionen, Handelshögskolan 1
Published in...
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Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 1 Discussion Papers 1 Economics discussion paper series : EDP 1 Journal of econometrics 1 LSF research working paper series 1 Quantitative finance 1 Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations 1 Working Papers in Economics 1
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Source
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ECONIS (ZBW) 5 RePEc 3 BASE 1
Showing 1 - 9 of 9
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Regulating stochastic clocks
Fei, Zhe; Xia, Weixuan - In: Quantitative finance 24 (2024) 7, pp. 921-953
Persistent link: https://www.econbiz.de/10015050806
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The asymptotic properties of GMM and indirect inference under second-order identification
Dovonon, Prosper; Hall, Alastair R. - 2018
Persistent link: https://www.econbiz.de/10011948531
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The asymptotic properties of GMM and indirect inference under second inference
Donovon, Prosper; Hall, Alastair R. - 2017
Persistent link: https://www.econbiz.de/10011669274
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On the empirical saddlepoint approximation with application to asset pricing
Holcblat, Benjamin - 2015
Moment-based estimation often yields instable estimates, such as the RRA (relative risk aversion) estimate in …
Persistent link: https://www.econbiz.de/10012064363
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The asymptotic properties of GMM and indirect inference under second-order identification
Dovonon, Prosper; Hall, Alastair R. - In: Journal of econometrics 205 (2018) 1, pp. 76-111
Persistent link: https://www.econbiz.de/10012110241
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The Role of Production Risk in Sustainable Land-Management Technology Adoption in the Ethiopian Highlands
Kassie, Menale; Yesuf, Mahmud; Köhlin, Gunnar - Nationalekonomiska institutionen, Handelshögskolan - 2009
This paper provides empirical evidence of production risk impact on sustainable land- management technology adoption, using two years of cross-sectional plot-level data collected in the Ethiopian highlands. We used a moment-based approach, which allowed a flexible representation of the...
Persistent link: https://www.econbiz.de/10008469630
Saved in:
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The Role of Production Risk in Sustainable Land-Management Technology Adoption in the Ethiopian Highlands
Kassie, Menale; Yesuf, Mahmud; Köhlin, Gunnar - 2008
This paper provides empirical evidence of production risk impact on sustainable land- management technology adoption, using two years of cross-sectional plot-level data collected in the Ethiopian highlands. We used a moment-based approach, which allowed a flexible representation of the...
Persistent link: https://www.econbiz.de/10009320587
Saved in:
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Empirical Evidence Concerning the Finite Sample Performance of EL-Type Structural Equation Estimation and Inference Methods
Mittelhammer, Ronald C.; Judge, George G.; Schoenberg, Ron - 2003
This paper presents empirical evidence concerning the finite sample performance of conventional and generalized empirical likelihood-type estimators that utilize instruments in the context of linear structural models characterized by endogenous explanatory variables. There are suggestions in the...
Persistent link: https://www.econbiz.de/10009442778
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Empirical Evidence Concerning the Finite Sample Performance of EL-Type Structural Equation Estimation and Inference Methods
Mittelhammer, Ron C; Judge, George G.; Schoenberg, Ron - Department of Agricultural and Resource Economics, … - 2003
This paper presents empirical evidence concerning the finite sample performance of conventional and generalized empirical likelihood-type estimators that utilize instruments in the context of linear structural models characterized by endogenous explanatory variables. There are suggestions in the...
Persistent link: https://www.econbiz.de/10010537380
Saved in:
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