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  • Search: subject:"Momentenmethode"
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Year of publication
Subject
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Momentenmethode 4,626 Method of moments 4,499 Theorie 1,478 Theory 1,430 Schätztheorie 1,168 Estimation theory 1,140 Panel 1,068 Panel study 1,044 Schätzung 982 Estimation 955 Wirtschaftswachstum 455 Economic growth 452 GMM 442 Welt 369 World 363 Volatilität 295 Volatility 289 Kapitaleinkommen 263 Capital income 262 Statistischer Test 253 Portfolio-Management 250 CAPM 246 Portfolio selection 246 Statistical test 246 USA 243 United States 230 Regression analysis 220 Regressionsanalyse 220 Zeitreihenanalyse 217 Time series analysis 211 Monte Carlo simulation 190 Monte-Carlo-Simulation 188 Nichtparametrisches Verfahren 188 Nonparametric statistics 183 Bank 179 Auslandsinvestition 171 Foreign investment 169 IV-Schätzung 162 Instrumental variables 162 Börsenkurs 155
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Online availability
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Free 2,009 Undetermined 1,174 CC license 178
Type of publication
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Article 2,686 Book / Working Paper 1,954
Subcategories
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Article in journal 2,549 Working paper 1,183 Book section 96 Proceedings 20 Textbook 4 Government document 3 Literature review 2 Review 2 Case study 1
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Language
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English 4,592 German 24 French 15 Spanish 5 Portuguese 2 Norwegian 1 Polish 1 Albanian 1 Turkish 1
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Author
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Windmeijer, Frank 58 Andrews, Donald W. K. 41 Otsu, Taisuke 37 Smith, Richard J. 37 Chen, Xiaohong 34 Hayakawa, Kazuhiko 32 Hall, Alastair R. 31 Pesaran, M. Hashem 31 Bond, Stephen 30 Lee, Lung-fei 30 Newey, Whitney K. 29 Egger, Peter 26 Phillips, Peter C. B. 25 Sentana, Enrique 24 Caporale, Guglielmo Maria 22 Liao, Zhipeng 22 Linton, Oliver 22 Renault, Eric 21 Kleibergen, Frank 19 Badinger, Harald 18 Chernozhukov, Victor 18 Han, Chirok 18 Sun, Yixiao 18 Bun, Maurice J. G. 17 Gagliardini, Patrick 17 Guggenberger, Patrik 17 Sarafidis, Vasilis 17 Baltagi, Badi H. 16 Dovonon, Prosper 16 Gao, Jiti 16 Gospodinov, Nikolaj 16 Cheng, Xu 15 Peñaranda, Francisco 15 Prucha, Ingmar R. 15 Sacht, Stephen 15 Jang, Tae-Seok 14 Lux, Thomas 14 Pakes, Ariel 14 Rault, Christophe 14 Sova, Robert 14
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Institution
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National Bureau of Economic Research 31 Centre for Microdata Methods and Practice <London> 7 Escola de Pós-Graduação em Economia <Rio de Janeiro> 3 Federal Reserve Bank of San Francisco 3 Uniwersytet Warszawski / Wydział Nauk Ekonomicznych 3 Boston College / Department of Economics 2 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 2 Ekonomiska forskningsinstitutet <Stockholm> 2 European Central Bank 2 Forschungsinstitut zur Zukunft der Arbeit 2 Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques 2 Massachusetts Institute of Technology / Department of Economics 2 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 2 Université de Montréal / Département de sciences économiques 2 Amternes og Kommunernes Forskningsinstitut <Kopenhagen> 1 Business Information Centre <Toronto> 1 Centre for Analytical Finance <Århus> 1 Centre for Growth and Business Cycle Research <Manchester> 1 Cornell University / Cornell Food and Nutrition Policy Program 1 Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe 1 Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften 1 Eberhard Karls Universität Tübingen 1 Erasmus Research Institute of Management 1 European University Institute / Department of Economics 1 Federal Reserve Bank of Chicago / Research Dept 1 Federal Reserve Bank of Cleveland 1 Goethe-Universität Frankfurt am Main 1 Harvard Institute of Economic Research 1 Hong Kong Institute for Monetary and Financial Research 1 Institute for Fiscal Studies 1 Institute of Finance and Accounting <London> 1 International Monetary Fund 1 Leibniz-Institut für Ost- und Südosteuropaforschung 1 London School of Economics and Political Science 1 McMaster University / Department of Economics 1 National Centre for Universities and Business 1 Queen Mary College / Department of Economics 1 School of Finance and Business Economics <Perth, Western Australia> 1 Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 1 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 1
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Published in...
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Journal of econometrics 218 Economics letters 82 CEMMAP working papers / Centre for Microdata Methods and Practice 71 Econometric reviews 71 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 54 Econometric theory 43 Applied economics 42 Cowles Foundation discussion paper 41 Applied economics letters 40 Cowles Foundation Discussion Paper 39 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 36 Economic modelling 36 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 33 CESifo working papers 31 Cogent economics & finance 30 Discussion paper series 30 The econometrics journal 26 NBER working paper series 25 Regional science & urban economics 25 cemmap working paper 25 Working papers 24 Discussion paper / Tinbergen Institute 23 International journal of economics and financial issues : IJEFI 23 NBER Working Paper 23 Working paper 23 The empirical economics letters : a monthly international journal of economics 22 Economies : open access journal 21 International journal of finance & economics : IJFE 20 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 18 CESifo Working Paper Series 15 Econometrics : open access journal 15 International Journal of Energy Economics and Policy : IJEEP 15 Discussion paper 14 IZA Discussion Paper 14 Journal of applied econometrics 14 Journal of financial economics 14
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Source
All
ECONIS (ZBW) 4,502 EconStor 119 USB Cologne (business full texts) 6 USB Cologne (EcoSocSci) 5 Other ZBW resources 5 OLC EcoSci 3
Showing 1 - 10 of 3,951
 
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Energy sources diversification towards achieving energy independence
Karlibaeva, Raya; Matkarimov, Feruz; Isaev, Fakhriddin; … - 2026
Persistent link: https://www.econbiz.de/10015617193
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A new IV estimator of a panel VAR(p) model
Mehic, Adrian; Nordström, Marcus - 2026
We propose a novel dynamic panel estimator. Different from the commonly used difference and system GMM, our proposed estimator requires only one of the crosssectional dimension (N) or the time dimension (T) to grow large to be asymptotically unbiased. This improves reliability in panels with...
Persistent link: https://www.econbiz.de/10015618071
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Estimation and inference for stochastic volatility models with heavy-tailed distributions
Rodriguez Rondon, Gabriel; Dufour, Jean-Marie; Ahsan, Nazmul - 2026 - Last updated: March 6, 2026
Statistical inference-both estimation and testing-for stochastic volatility (SV) models is known to be challenging and computationally demanding. We propose simple and efficient estimators for SV models with conditionally heavy-tailed error distributions, particularly the Student's t and...
Persistent link: https://www.econbiz.de/10015612285
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Household preferences in an emerging economy : robust estimates of discount factor and coefficient of relative risk aversion for Pakistan
Ahmed, Waqas; Rehman, Muhammad; Iqbal, Javed; Sheraz, Sahar - 2026
Persistent link: https://www.econbiz.de/10015586903
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Systemic operational risk in Morocco's banking sector : an empirical analysis using panel VAR
El Khadi, Kawtar; Firano, Zakaria - 2026
This study examines the systemic operational risk in Morocco's banking sector using a Panel VAR model based on data from three banks over ten years. The model includes real GDP, interbank rate (TMP), and bank credit, alongside indicators of operational, credit, and liquidity risks. The Impulse...
Persistent link: https://www.econbiz.de/10015591384
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Estimating the New Keynesian Phillips Curve in Vietnam
Hung, Trinh Phuc; Vasilev, Aleksandar - 2026
This research aimed to identify existence of a New Keynesian Phillips Curve in Vietnam. The examined period was 2012Q2 - 2025Q2, using secondary macroeconomics data and the Generalised Moments Method at 95% level of confidence. The dependent variables were price inflation and wage inflation,...
Persistent link: https://www.econbiz.de/10015604707
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Effect of inflation on insurers' main financial indicators with panel data in the US P&C insurance industry
Dionne, Georges; Desjardins, Denise - 2026
Persistent link: https://www.econbiz.de/10015604941
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Effect of inflation on insurers' main financial indicators with panel data in the US P&C insurance industry
Dionne, Georges; Desjardins, Denise - 2025
Book / Working Paper
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Trade, growth, and logistics performance : dynamic and distributional insights into the drivers of CO₂ emissions in the Mediterranean Basin
Katrakylidis, Ioannis; Athanasenas, Athanasios; Madas, … - 2026
This paper examines how logistics performance conditions the relationship between trade openness, economic growth and per capita CO₂ emissions in Mediterranean economies. Using an unbalanced panel of 20 countries over the period 2007-2022, we combine static fixed-effects, dynamic panel...
Persistent link: https://www.econbiz.de/10015626012
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Capacity of innovation and entrepreneurship development in Africa : does institutional quality matter?
Abdulai, Alhaji; Hussain, N. Raja; Queku, Yaw Ndori - 2026
This paper investigates the interacting role of institutional quality in the capacity of innovation and entrepreneurship development nexus in Africa. The paper operationalises the entrepreneurship development from the perspective of new venture creation in Africa, while innovation is based on an...
Persistent link: https://www.econbiz.de/10015626663
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FDI and corruption : panel evidence from EU member states
Mance, Davor; Trbojević, Mara; Balaž, Davorin - 2026
This paper examines the relationship between corruption and foreign direct investment (FDI) inflows in European Union member states using a dynamic panel framework. Using an unbalanced EU panel from 2002 to 2022 and an Arellano-Bond difference-GMM specification, we model inward FDI inflows per...
Persistent link: https://www.econbiz.de/10015628392
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