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  • Search: subject:"generalized method of"
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Year of publication
Subject
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Momentenmethode 4,310 Method of moments 4,303 Theorie 1,405 Theory 1,397 Schätztheorie 1,095 Estimation theory 1,092 Panel 998 Panel study 993 Schätzung 919 Estimation 916 Economic growth 442 Wirtschaftswachstum 437 GMM 398 Welt 350 World 348 Volatilität 280 Volatility 279 generalized method of moments 269 Capital income 259 Kapitaleinkommen 259 Portfolio selection 242 Portfolio-Management 242 Statistischer Test 238 CAPM 236 Statistical test 236 USA 224 United States 222 Zeitreihenanalyse 206 Regression analysis 205 Regressionsanalyse 205 Time series analysis 205 Generalized method of moments 203 Monte Carlo simulation 182 Bank 180 Monte-Carlo-Simulation 180 Nichtparametrisches Verfahren 177 Nonparametric statistics 177 Auslandsinvestition 164 Foreign investment 164 Instrumental variables 154
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Online availability
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Free 2,101 Undetermined 1,206 CC license 155
Type of publication
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Article 2,798 Book / Working Paper 2,014 Other 5
Type of publication (narrower categories)
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Article in journal 2,511 Aufsatz in Zeitschrift 2,511 Working Paper 1,073 Graue Literatur 1,070 Non-commercial literature 1,070 Arbeitspapier 1,027 Aufsatz im Buch 94 Book section 94 Hochschulschrift 71 Thesis 63 Article 43 Collection of articles written by one author 32 Sammlung 32 research-article 14 Conference paper 13 Konferenzbeitrag 13 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 4,542 Undetermined 223 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 33 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 Caporale, Guglielmo Maria 21 Sentana, Enrique 20 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 Chernozhukov, Victor 16 Guggenberger, Patrik 16 Tavlas, George S. 16 Dovonon, Prosper 15 Gospodinov, Nikolaj 15 Hall, Stephen G. 15 Carrasco, Marine 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 30 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 6 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 C.E.P.R. Discussion Papers 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
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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 70 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 Cogent economics & finance 32 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 32 CESifo working papers 30 International journal of economics and financial issues : IJEFI 27 Regional science & urban economics 25 Discussion paper series / IZA 24 NBER working paper series 24 Discussion paper / Tinbergen Institute 23 NBER Working Paper 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 Cogent business & management 14 IZA Discussion Paper 14 Journal of applied econometrics 14 American journal of agricultural economics 13
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Source
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ECONIS (ZBW) 4,413 RePEc 291 EconStor 90 Other ZBW resources 15 BASE 8
Showing 71 - 80 of 4,817
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Examining the impact of income diversification on bank performance : are foreign banks heterogeneous?
Addai, Bismark; Tang, Wenjin; Agyeman, Annette Serwaa - 2022
This study examines the heterogeneity of foreign banks in the income diversification and performance nexus. We utilize annual bank data across 46 countries in Sub-Saharan Africa over the period 2011-2018 and find that increased income diversification improves banks performance, and the Global...
Persistent link: https://www.econbiz.de/10013175414
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Estimation of linear models from coarsened observations: A method of moments approach
van Praag, Bernard M. S.; Hop, J. Peter; Greene, William - 2024
distribution functions on a large scale. Our proposed alternative estimation method, based on the Generalized Method of Moments …
Persistent link: https://www.econbiz.de/10015209991
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Avoiding unintentionally correlated shocks in proxy vector autoregressive analysis
Bruns, Martin; Lütkepohl, Helmut; McNeil, James - 2024
Generalized Method of Moments (GMM) algorithm is proposed that ensures orthogonal shocks and provides efficient estimators of the …
Persistent link: https://www.econbiz.de/10014635089
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Factor productivity nexus economic growth in Sub-Saharan Africa : symmetric and asymmetric panel approaches
Worku, Urgaia R. - In: World development sustainability 5 (2024), pp. 1-14
This study examines the effect and role of total factor productivity with other major determinants on economic growth in the Sub-Saharan Africa(SSA).It employs the data obtained from the World Bank Development Indicators spanning from 1990 to 2022 using panel ARDL, GMM and their extended...
Persistent link: https://www.econbiz.de/10015194187
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Time-varying parameters in monetary policy rules : a GMM approach
Anderl, Christina; Caporale, Guglielmo Maria - In: Journal of economic studies 51 (2024) 9, pp. 148-176
Persistent link: https://www.econbiz.de/10015198626
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On GMM inference : partial identification, identification strength, and nonstandard asymptotics
Poskitt, Donald Stephen - In: Econometric theory 40 (2024) 4, pp. 875-925
Persistent link: https://www.econbiz.de/10015154309
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Relevant moment selection under mixed identification strength
Dovonon, Prosper; Doko Tchatoka, Firmin; Aguessy, Michael - In: Econometric theory 40 (2024) 5, pp. 1003-1064
Persistent link: https://www.econbiz.de/10015154315
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How important are mental and physical health in career and family choices?
Cozzi, Guido; Mantovan, Noemi; Sauer, Robert M. - 2024
We present a dynamic life-cycle model of women's labor supply, marriage, and fertility choices that explicitly incorporates mental and physical health. Correlated mental and physical health production functions are simultaneously estimated, including the endogenous decisions to seek...
Persistent link: https://www.econbiz.de/10014582273
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Wealth, cost, and misperception : empirical estimation of three interaction channels in a financial-macroeconomic agent-based model
Kukacka, Jiri; Zila, Erik - 2024
Financial-macroeconomic agent-based models offer a promising avenue for understanding complex economic interactions, but their use is hindered by challenging empirical estimation. Our paper addresses this gap by constructing a stylized integrated model and estimating its core parameters using US...
Persistent link: https://www.econbiz.de/10014532002
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Influence of financial development on environmental quality : research results from developing countries
Nguyen, Yen; Le, Son; Ngo, Nam; Nguyen, Huyen - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 3, pp. 93-101
Persistent link: https://www.econbiz.de/10014532587
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