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  • Search: subject:"minimum-distance-estimation"
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Year of publication
Subject
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minimum distance estimation 49 Estimation theory 20 Minimum distance estimation 20 Schätztheorie 20 Schätzung 18 Geldpolitik 16 Dynamic equilibrium 14 Dynamisches Gleichgewicht 14 Estimation 14 Schock 14 minimum-distance estimation 13 Nonlinear regression 11 Monetary policy 10 Nichtlineare Regression 10 Shock 10 Business cycle 7 Konjunktur 7 Risiko 7 Risk 7 cost channel 7 earnings dynamics 7 great recession 7 nonlinear IVAR 7 DSGE 6 DSGE model 6 DSGE-Modell 6 Geldpolitische Transmission 6 Minimum Distance Estimation 6 Uncertainty shock 6 credit channel 6 loan supply 6 nonlinear DSGE framework 6 Financial crisis 5 Finanzkrise 5 Method of moments 5 Momentenmethode 5 Nichtparametrisches Verfahren 5 Nonparametric statistics 5 Theorie 5 VAR-Modell 5
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Online availability
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Free 66 Undetermined 28 CC license 1
Type of publication
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Book / Working Paper 65 Article 34
Type of publication (narrower categories)
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Working Paper 30 Article in journal 16 Aufsatz in Zeitschrift 16 Graue Literatur 15 Non-commercial literature 15 Arbeitspapier 14 Article 2 Conference paper 1 Konferenzbeitrag 1
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Language
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English 65 Undetermined 33 Italian 1
Author
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Mayer, Eric 13 Wollmershäuser, Timo 13 Hülsewig, Oliver 12 Castelnuovo, Efrem 11 Pellegrino, Giovanni 11 Caggiano, Giovanni 8 Cappellari, Lorenzo 5 Antoine, Bertille 4 Leonardi, Marco 4 Meier, André 4 Müller, Gernot J. 4 Cheng, Xu 3 Henzel, Steffen 3 Marmer, Vadim 3 Pohlmeier, Winfried 3 Schmidt, Thorsten 3 Shephard, Andrew 3 Sánchez-Becerra, Alejandro 3 Tang, Yao 3 Adrian, Tobias 2 Ahmed, Ather Maqsood 2 Beering, Carina 2 Bilbiie, Florin O. 2 Boivin, Jean 2 Boudt, Kris 2 Brzezinski, Adam 2 Chen, Yao 2 Cornilly, Dries 2 Crump, Richard K. 2 Dave, Chetan 2 Giannoni, Marc 2 Greenwood, Jeremy 2 Guner, Nezih 2 Hnatkovska, Viktoria V. 2 Jentsch, Carsten 2 Kocharkov, Georgi 2 Lavergne, Pascal 2 Leucht, Anne 2 Mayoral, Laura 2 Meyer, Marco 2
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Institution
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CESifo 4 Bank of England 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Wirtschaftswissenschaftliche Fakultät, Bayerische Julius-Maximilians-Universität Würzburg 3 C.E.P.R. Discussion Papers 2 Department of Economics and Business, Universitat Pompeu Fabra 2 European Central Bank 2 Vancouver School of Economics 2 Barcelona Graduate School of Economics (Barcelona GSE) 1 Department of Economics, Tulane University 1 Department of Economics, University of California-San Diego (UCSD) 1 Dipartimenti e Istituti di Scienze Economiche, Università Cattolica del Sacro Cuore 1 Economie d'Avant Garde 1 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1 Institute for the Study of Labor (IZA) 1 International Conferences on Panel Data 1 Luxembourg Institute of Socio-Economic Research (CEPS/INSTEAD) 1 Money Macro and Finance Research Group 1 Society for Computational Economics - SCE 1 Vanderbilt University Department of Economics 1 ifo Leibniz-Institut für Wirtschaftsforschung an der Universität München e.V. 1
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Published in...
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W.E.P. - Würzburg Economic Papers 6 Journal of econometrics 5 CESifo Working Paper 4 CESifo Working Paper Series 4 Annals of the Institute of Statistical Mathematics 3 Bank of England working papers 3 MPRA Paper 3 CEPR Discussion Papers 2 CESifo working papers 2 ECB Working Paper 2 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 2 Economics letters 2 Economics working paper 2 Journal of Econometrics 2 Marco Fanno working papers 2 Microeconomics.ca working papers 2 Risks 2 Staff Report 2 Statistical Papers / Springer 2 Working Paper Series / European Central Bank 2 10th International Conference on Panel Data, Berlin, July 5-6, 2002 1 CAMA working paper series 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Computational Economics 1 Computational Statistics & Data Analysis 1 Computing in Economics and Finance 2005 1 DISCE - Quaderni dell'Istituto di Economia dell'Impresa e del Lavoro 1 Discussion Paper 1 Discussion paper 1 Discussion papers 1 Discussion papers / CEPR 1 EHES Working Paper 1 Economics Letters 1 Economie d'Avant Garde Research Reports 1 Experimental economics : a journal of the Economic Science Association 1 Handbook of macroeconomics : volume 2, v. 2A-2B SET 1 IZA Discussion Papers 1 Ifo Working Paper Series 1
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Source
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RePEc 49 ECONIS (ZBW) 32 EconStor 18
Showing 1 - 10 of 99
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Fat-tailed DSGE models : a survey and new results
Dave, Chetan; Sorge, Marco M. - 2025
Persistent link: https://www.econbiz.de/10015372567
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An autocovariance-based learning framework for high-dimensional functional time series
Chang, Jinyuan; Chen, Cheng; Qiao, Xinghao; Yao, Qiwei - In: Journal of econometrics 239 (2024) 2, pp. 1-25
Persistent link: https://www.econbiz.de/10015074461
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Peer Effects Heterogeneity and Social Networks in Education
Shkoza, Livia; Uysal, Derya; Pohlmeier, Winfried - 2023
This study focuses on the role of heterogeneity in network peer effects by accounting for network-specific factors and different driving mechanisms of peer behavior. We propose a novel Multivariate Instrumental Variable (MVIV) estimator which is consistent for a large number of networks keeping...
Persistent link: https://www.econbiz.de/10014467808
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How to weight in moments matchings: A new approach and applications to earnings dynamics
Cheng, Xu; Sánchez-Becerra, Alejandro; Shephard, Andrew - 2023
weighting in minimum distance estimation to mitigate the finite-sample bias caused by sampling errors in the weighting matrix …
Persistent link: https://www.econbiz.de/10014480406
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Relaxing the symmetry assumption in participation games : a specification test for cluster-heterogeneity
Kirman, Alan P.; Laisney, François; Pezanis-Christou, Paul - In: Experimental economics : a journal of the Economic … 26 (2023) 4, pp. 850-878
Persistent link: https://www.econbiz.de/10014369436
Saved in:
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Peer effects heterogeneity and social networks in education
Shkoza, Livia; Uysal, Selver Derya; Pohlmeier, Winfried - 2023
This study focuses on the role of heterogeneity in network peer effects by accounting for network-specific factors and different driving mechanisms of peer behavior. We propose a novel Multivariate Instrumental Variable (MVIV) estimator which is consistent for a large number of networks keeping...
Persistent link: https://www.econbiz.de/10014496412
Saved in:
Cover Image
How to weight in moments matchings : a new approach and applications to earnings dynamics
Cheng, Xu; Sánchez-Becerra, Alejandro; Shephard, Andrew - 2023 - This Version: June 25, 2023
weighting in minimum distance estimation to mitigate the finite-sample bias caused by sampling errors in the weighting matrix …
Persistent link: https://www.econbiz.de/10014312068
Saved in:
Cover Image
How to weight in moments matchings : a new approach and applications to earnings dynamics
Cheng, Xu; Sánchez-Becerra, Alejandro; Shephard, Andrew - 2023
Persistent link: https://www.econbiz.de/10014312966
Saved in:
Cover Image
Fat tailed DSGE models : a survey and new results
Dave, Chetan; Sorge, Marco M. - 2023
Persistent link: https://www.econbiz.de/10014227191
Saved in:
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Interest rate pass-through and cost channel of monetary policy: Evidence from minimum distance estimation of DSGE model for Pakistan
Munir, Madiha; Tufail, Saira; Ahmed, Ather Maqsood - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-26
degree of pass-through and cost channel of monetary policy has also been examined. The minimum distance estimation of the …
Persistent link: https://www.econbiz.de/10015074002
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