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Method of moments
32
Momentenmethode
32
Theorie
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10
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Andrews, Donald W. K.
5
Newey, Whitney K.
3
Phillips, Peter C. B.
3
Kitamura, Yuichi
2
Renault, Eric
2
Santos, Andres
2
Shaikh, Azeem M.
2
Alvarez, Javier
1
Anatolyev, Stanislav
1
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1
Barwick, Panle Jia
1
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1
Chen, Xiaohong
1
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1
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1
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1
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Ho, Kate
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
208
Economics letters
89
Econometric reviews
67
CEMMAP working papers / Centre for Microdata Methods and Practice
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Applied economics
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Applied economics letters
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Cowles Foundation Discussion Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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31
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International Journal of Energy Economics and Policy : IJEEP
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1
Spurious inference in reduced-rank asset-pricing models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1613-1628
Persistent link: https://www.econbiz.de/10011791596
Saved in:
2
Generalized method of integrated moments for high-frequency data
Li, Jia
;
Xiu, Dacheng
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1613-1633
Persistent link: https://www.econbiz.de/10011611168
Saved in:
3
Identifying latent structures in panel data
Su, Liangjun
;
Shi, Zhentao
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
6
,
pp. 2215-2264
Persistent link: https://www.econbiz.de/10011791226
Saved in:
4
Moment inequalities and their application
Pakes, Ariel
;
Porter, Jack
;
Ho, Kate
;
Ishii, Joy L.
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
1
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011338364
Saved in:
5
Fixed-smoothing asymptotics in a two-step generalized method of moments framework
Sun, Yixiao
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
6
,
pp. 2327-2370
Persistent link: https://www.econbiz.de/10011560365
Saved in:
6
Identification using stability restrictions
Magnusson, Leandro M.
;
Mavroeidis, Sophocles
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
5
,
pp. 1799-1851
Persistent link: https://www.econbiz.de/10011556917
Saved in:
7
A practical two-step method for testing moment inequalities
Romano, Joseph P.
;
Shaikh, Azeem M.
;
Wolf, Michael
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
5
,
pp. 1979-2002
Persistent link: https://www.econbiz.de/10011556973
Saved in:
8
Asymptotically efficient estimation of models defined by convex moment inequalities
Kaido, Hiroaki
;
Santos, Andres
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
1
,
pp. 387-413
Persistent link: https://www.econbiz.de/10010404624
Saved in:
9
Entropic latent variable integration via simulation
Schennach, Susanne M.
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
1
,
pp. 345-385
Persistent link: https://www.econbiz.de/10010404630
Saved in:
10
Testing for common conditionally heteroskedastic factors
Dovonon, Prosper
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
6
,
pp. 2561-2586
Persistent link: https://www.econbiz.de/10010237396
Saved in:
11
On the asymptotic optimality of empirical likelihood for testing moment restrictions
Kitamura, Yuichi
;
Santos, Andres
;
Shaikh, Azeem M.
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
1
,
pp. 413-423
Persistent link: https://www.econbiz.de/10009507905
Saved in:
12
Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals
Chen, Xiaohong
;
Pouzo, Demian
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
1
,
pp. 277-321
Persistent link: https://www.econbiz.de/10009507934
Saved in:
13
Inference for parameters defined by moment inequalities : a recommended moment selection procedure
Andrews, Donald W. K.
;
Barwick, Panle Jia
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2805-2826
Persistent link: https://www.econbiz.de/10009689444
Saved in:
14
Efficient derivative pricing by the extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
4
,
pp. 1181-1232
Persistent link: https://www.econbiz.de/10009267024
Saved in:
15
Inference for parameters defined by moment inequalities using generalized moment selection
Andrews, Donald W. K.
;
Soares, Gustavo
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
1
,
pp. 119-157
Persistent link: https://www.econbiz.de/10003989158
Saved in:
16
Generalized method of moments with many weak moment conditions
Newey, Whitney K.
;
Windmeijer, Frank
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
3
,
pp. 687-719
Persistent link: https://www.econbiz.de/10003866992
Saved in:
17
Prices and portfolio choices in financial markets : theory, econometrics, experiments
Bossaerts, Peter L.
;
Plott, Charles
;
Zame, William R.
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
4
,
pp. 993-1038
Persistent link: https://www.econbiz.de/10003507322
Saved in:
18
GMM with many moment conditions
Han, Chirok
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
1
,
pp. 147-192
Persistent link: https://www.econbiz.de/10003295559
Saved in:
19
Cross-section regression with common shocks
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
5
,
pp. 1551-1585
Persistent link: https://www.econbiz.de/10003096740
Saved in:
20
Testing parameters in GMM without assuming that they are identified
Kleibergen, Frank
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
4
,
pp. 1103-1123
Persistent link: https://www.econbiz.de/10003013545
Saved in:
21
GMM, GEL, serial correlation, and asymptotic bias
Anatolyev, Stanislav
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 983-1002
Persistent link: https://www.econbiz.de/10002876889
Saved in:
22
Higher order properties of GMM and generalized empirical likelihood estimators
Newey, Whitney K.
;
Smith, Richard J.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
1
,
pp. 219-255
Persistent link: https://www.econbiz.de/10001920373
Saved in:
23
GMM estimation of autoregressive roots near unity with panel data
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 467-522
Persistent link: https://www.econbiz.de/10001978010
Saved in:
24
Consistent estimation of models defined by conditional moments restrictions
Domínguez, Manuel A.
;
Lobato, Ingnacio N.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
5
,
pp. 1601-1615
Persistent link: https://www.econbiz.de/10002197639
Saved in:
25
Estimation of continuous-time Markov processes sampled at random time intervals
Duffie, Darrell
;
Glynn, Peter W.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
6
,
pp. 1773-1808
Persistent link: https://www.econbiz.de/10002435480
Saved in:
26
Efficient semiparametric estimation via moment restrictions
Newey, Whitney K.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
6
,
pp. 1877-1897
Persistent link: https://www.econbiz.de/10002435514
Saved in:
27
The time series and cross section asymptotics of dynamic panel data estimators
Alvarez, Javier
;
Arellano, Manuel
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
4
,
pp. 1121-1159
Persistent link: https://www.econbiz.de/10001792653
Saved in:
28
Higher-order improvements of a computationally attractive k-step bootstrap for extremum estimators
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
1
,
pp. 119-162
Persistent link: https://www.econbiz.de/10001647798
Saved in:
29
Asymptotic optimality of empirical likelihood for testing moment restrictions
Kitamura, Yuichi
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
6
,
pp. 1661-1672
Persistent link: https://www.econbiz.de/10001624983
Saved in:
30
GMM with weak identification
Stock, James H.
;
Wright, Jonathan H.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1055-1096
Persistent link: https://www.econbiz.de/10001510570
Saved in:
31
Covariance matrix estimation and the power of the overidentifying restrictions test
Hall, Alastair R.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
6
,
pp. 1517-1527
Persistent link: https://www.econbiz.de/10001527521
Saved in:
32
Consistent moment selection procedures for generalized method of moments estimation
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
3
,
pp. 543-564
Persistent link: https://www.econbiz.de/10001378219
Saved in:
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