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~subject:"Estimation theory"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Generalized method of moments"
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Estimation theory
Method of moments
92
Momentenmethode
92
Theorie
38
Theory
38
Panel
26
Panel study
26
Estimation
24
Schätzung
24
Schätztheorie
15
Economic growth
13
Wirtschaftswachstum
13
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Sub-Saharan Africa
6
Subsahara-Afrika
6
Capital income
5
Discounting
5
Diskontierung
5
Dynamische Wirtschaftstheorie
5
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5
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5
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5
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5
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5
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5
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5
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4
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USA
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3
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3
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Zhou, Qiankun
2
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1
Amengual, Dante
1
Brandt, Barbara
1
Carrasco, Marine
1
Chao, John C.
1
Dufour, Jean-Marie
1
Eckernkemper, Tobias
1
Florens, Jean-Pierre
1
Gallant, A. Ronald
1
Gribisch, Bastian
1
Gu, Shiyuan
1
Hsiao, Cheng
1
Janz, Norbert Helmut
1
Karthikeyan, G.
1
Kim, Myungsup
1
Kiviet, J. F.
1
Lesage, James P.
1
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1
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1
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1
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1
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1
Sentana, Enrique
1
Shapiro, Mark
1
Singh, Pradyumn
1
Smith, Richard J.
1
Sul, Donggyu
1
Tauchen, George Eugene
1
Tian, Zhanyuan
1
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1
Zhu, Shuang
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30th anniversary edition
1
Advances in analytics and applications
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Distributional modeling of financial systemic risk and income data
1
Essays in honor of Cheng Hsiao
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Essays in honor of Peter C. B. Phillips
1
Handbook of econometrics ; Vol. 6B
1
Handbook of research methods and applications in empirical macroeconomics
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Political economy and global capitalism : the 21st century, present and future
1
The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
1
Tools and techniques
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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1
Maximum likelihood estimation of dynamic panel data models with interactive effects : quasi-differencing over time or across ndividuals?
Hsiao, Cheng
;
Zhou, Qiankun
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 353-384)
.
2023
Persistent link: https://www.econbiz.de/10014315463
Saved in:
2
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
3
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
4
Correction for the asymptotical bias of the Arellano-Bond type GMM estimation of dynamic panel models
Zhang, Yonghui
;
Zhou, Qiankun
- In:
Essays in honor of Cheng Hsiao
,
(pp. 1-24)
.
2020
Persistent link: https://www.econbiz.de/10012249347
Saved in:
5
Maximum likelihood estimation for income distributions using grouped data
Eckernkemper, Tobias
;
Gribisch, Bastian
- In:
Distributional modeling of financial systemic risk and …
,
(pp. 122-149)
.
2019
Persistent link: https://www.econbiz.de/10012179651
Saved in:
6
Estimation of fluid flow rate and mixture composition
Singh, Pradyumn
;
Karthikeyan, G.
;
Shapiro, Mark
;
Gu, Shiyuan
- In:
Advances in analytics and applications
,
(pp. 177-185)
.
2019
Persistent link: https://www.econbiz.de/10011974448
Saved in:
7
Mean average estimation of dynamic panel models with nonstationary initial condition
Chao, John C.
;
Kim, Myungsup
;
Sul, Donggyu
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 241-279)
.
2014
Persistent link: https://www.econbiz.de/10010442864
Saved in:
8
Generalized method of moments estimation of DSGE models
Ruge-Murcia, Francisco Javier
- In:
Handbook of research methods and applications in …
,
(pp. 464-485)
.
2013
Persistent link: https://www.econbiz.de/10010206743
Saved in:
9
Spatial dependence in regressors and its effect on performance of likelihood-based and instrumental variable estimators
Pace, R. Kelley
;
Lesage, James P.
;
Zhu, Shuang
- In:
30th anniversary edition
,
(pp. 257-295)
.
2012
Persistent link: https://www.econbiz.de/10009711926
Saved in:
10
Simulated score methods and indirect inference for continuous-time models
Gallant, A. Ronald
;
Tauchen, George Eugene
-
2010
Persistent link: https://www.econbiz.de/10003900666
Saved in:
11
Judging contending estimators by simulation : tournaments in dynamic panel data models
Kiviet, J. F.
- In:
The refinement of econometric estimation and test …
,
(pp. 282-318)
.
2007
Persistent link: https://www.econbiz.de/10003461882
Saved in:
12
The transformative moment
Matthaei, Julie A.
;
Brandt, Barbara
- In:
Political economy and global capitalism : the 21st …
,
(pp. 177-199)
.
2007
Persistent link: https://www.econbiz.de/10003601579
Saved in:
13
Linear inverse problems in structural econometrics estimation based on spectral decomposition and regularization
Carrasco, Marine
;
Florens, Jean-Pierre
;
Renault, Eric
-
2007
Persistent link: https://www.econbiz.de/10003601891
Saved in:
14
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters
Newey, Whitney K.
;
Ramalho, Joaquim J. S.
;
Smith, Richard J.
- In:
Identification and inference for econometric models : …
,
(pp. 245-281)
.
2005
Persistent link: https://www.econbiz.de/10003351982
Saved in:
15
Outlier robust estimation of an Euler equation investment model with German firm level panel data
Janz, Norbert Helmut
- In:
Contributions to modern econometrics : from data …
,
(pp. 87-103)
.
2002
Persistent link: https://www.econbiz.de/10001905134
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